THE UNIVERSITY of EDINBURGH
DEGREE REGULATIONS & PROGRAMMES OF STUDY 2013/2014 -
- ARCHIVE as at 1 September 2013 for reference only
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School of Mathematics DPTs
Degree Programme Table: Financial Mathematics (jointly with Heriot-Watt University) (MSc) (PTMSCFINMA2F)
Year 1, Academic year 2013/14, Starting month: September
COMPULSORY COURSES
This DPT has 10 compulsory course(s).
Code
Course Name
Period
Credits
MATH11056
Derivatives Markets
Semester 1
7.5
MATH11075
Discrete-Time Finance
Semester 1
15
MATH11065
Financial Markets
Semester 1
15
MATH11058
Special Topics 1
Semester 1
7.5
MATH11076
Stochastic Analysis in Finance I
Semester 1
7.5
MATH11130
Credit Risk Modelling
Semester 2
15
MATH11057
Derivative Pricing and Financial Modelling
Semester 2
15
MATH11059
Special Topics 2
Semester 2
7.5
MATH11077
Stochastic Analysis in Finance II
Semester 2
7.5
MATH11013
Dissertation (Fin. Math.)
Block 5 (Sem 2) and beyond
60
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
MATH11062
Time Series Analysis
7.5
MATH11064
Financial Econometrics
7.5
MATH11067
Modern Portfolio Theory
15
MATH11068
Numerical Techniques of Partial Differential Equations
7.5
MATH11070
Statistical Methods
15
MATH11083
Simulation
15
MATH11092
Deterministic Optimization Methods in Finance
7.5
MATH11110
Optimization Methods in Finance
15
MATH11129
Statistical Inference
7.5
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