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Degree Regulations & Programmes of Study 2010/2011
- ARCHIVE as at 1 September 2010 for reference only
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DRPS: DPTs : School of Mathematics DPTs

Degree Programme Table: Financial Modelling and Optimization (MSc) (Full-time) (PTMSCFINMO1F)


Year 1, Academic year 2010/11, Starting month: September

  • Notes: Before selecting your outside courses, please ensure you have met your Director of Studies.


    • COMPULSORY COURSES
    This DPT has 10 compulsory course(s).


    Code  Course Name  Period  Credits 
    MATH11075 Discrete-Time Finance Semester 1 15
    MATH11076 Stochastic Analysis in Finance I Semester 1 7.5
    MATH11006 Mathematical Programming Semester 1 10
    MATH11003 Dynamic and Integer Programming and Game Theory Semester 1 10
    MATH11078 Asset Pricing Semester 2 10
    MATH11077 Stochastic Analysis in Finance II Semester 2 7.5
    MATH10015 Simulation Semester 2 10
    MATH11029 Stochastic Modelling Semester 2 10
    MATH11088 Finance, Risk and Uncertainty Semester 1 10
    MATH11013 Dissertation (Fin. Math.) As available 60




    COURSE OPTIONS
    This DPT has 1 set(s) of course options with the following rules.


    Select exactly 30 credits from the following list of courses for the Programme Collection: 'Courses from School(s) P-P - MSc Financial Modelling and Optimization- 1 Year - Level(s) 11-12' (ROU_P-P_PTMSCFINMO1F1_11-12) , as available.
                                    
    Code   Course Name   Credits
    MATH11031    Nonlinear Optimization   10  
    MATH11051    Financial Model Building   5  
    MATH11033    Continuous Global Optimization   5  
    MATH11079    Research-Linked Topics   5  
    MATH11032    Large Scale Optimization   10  
    MATH11040    Credit Scoring and Data Mining   10  
    MATH11046    Financial Risk Management   10  
    MATH11009    Risk Analysis   5  
    MATH11010    Stochastic Optimization   5  
    MATH11030    Combinatorial Optimization   5  
    MATH11074    Operational Research in the Energy Industry   5  

     

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