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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2013/2014 -
- ARCHIVE as at 1 September 2013 for reference only
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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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