DPT: Financial Modelling and Optimization (MSc) (Full-time) (PTMSCFINMO1F)

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

COMPULSORY COURSES
This DPT has 9 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

MATH10015	Simulation	Semester 2	10

MATH11088	Finance, Risk and Uncertainty	Semester 1	10

MATH11013	Dissertation (Fin. Math.)	Block 5 (Sem 2) and beyond	60

MATH11118	Risk-Neutral Asset Pricing	Semester 2	15

MATH11111	Fundamentals of Optimization	Semester 1	10

MATH11077	Stochastic Analysis in Finance II	Semester 2	7.5

MATH11079	Research-Linked Topics	Full Year	5

COURSE OPTIONS
This DPT has 2 set(s) of course options with the following rules.

Select exactly 20 credits from the following list of courses, as available

Code	Course Name	Credits
MATH11040	Credit Scoring and Data Mining	10
MATH11046	Financial Risk Management	10
MATH11009	Risk Analysis	5
MATH11074	Operational Research in the Energy Industry	5
MATH11090	Game Theory	5
MATH11029	Stochastic Modelling	10
PGPH11076	Parallel Numerical Algorithms	10
MATH11089	Dynamic and Integer Programming	10
INFR09021	Introduction to Java Programming	10
MATH10044	Numerical Partial Differential Equations	10
MATH11110	Optimization Methods in Finance	15
MATH11031	Nonlinear Optimization	10
MATH11032	Large Scale Optimization	10
MATH11010	Stochastic Optimization	5
MATH11030	Combinatorial Optimization	5
MATH11091	Global and Derivative-Free Optimization	5

Select exactly 20 credits from the following list of courses, as available

Code	Course Name	Credits
MATH11110	Optimization Methods in Finance	15
MATH11031	Nonlinear Optimization	10
MATH11032	Large Scale Optimization	10
MATH11010	Stochastic Optimization	5
MATH11030	Combinatorial Optimization	5
MATH11091	Global and Derivative-Free Optimization	5

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2011/2012
- ARCHIVE for reference only
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