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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2011/2012
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Degree Programme Table: Financial Mathematics (jointly with Heriot-Watt University) (MSc) (Full-time) (PTMSCFINMA2F)

Year 1, Academic year 2011/12, Starting month: September


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


Code  Course Name  Period  Credits 
MATH11056 Derivatives Markets Semester 1 7.5
MATH11057 Derivative Pricing and Financial Modelling Semester 2 15
MATH11065 Financial Markets Semester 1 15
MATH11058 Special Topics 1 Semester 1 7.5
MATH11059 Special Topics 2 Semester 2 7.5
MATH11013 Dissertation (Fin. Math.) Full Year 60
MATH11075 Discrete-Time Finance Semester 1 15
MATH11076 Stochastic Analysis in Finance I Semester 1 7.5
MATH11077 Stochastic Analysis in Finance II Semester 2 7.5
MATH11061 Credit Risk Management Semester 2 15




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


Select exactly 22.5 credits from the following list of courses, as available
Code   Course Name   Credits
MATH11064    Financial Econometrics   7.5  
MATH11068    Numerical Techniques of Partial Differential Equations   7.5  
MATH11070    Statistical Methods   15  
MATH11062    Time Series Analysis   7.5  
MATH11083    Simulation   15  
MATH11067    Modern Portfolio Theory   15  
MATH11092    Deterministic Optimization Methods in Finance   7.5  
MATH11110    Optimization Methods in Finance   15  

 


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