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

Notes: Before selecting your optional courses, please ensure you have met your Personal Tutor.

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

Code	Course Name	Period	Credits
MATH11079	Research-Linked Topics	Full Year	5

MATH11075	Discrete-Time Finance	Semester 1	15

MATH11088	Finance, Risk and Uncertainty	Semester 1	10

MATH11111	Fundamentals of Optimization	Semester 1	10

MATH11076	Stochastic Analysis in Finance I	Semester 1	7.5

MATH11110	Optimization Methods in Finance	Semester 2	15

MATH11118	Risk-Neutral Asset Pricing	Semester 2	15

MATH10015	Simulation	Semester 2	10

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 25 credits from the following list of courses, as available

Code	Course Name	Credits
ECNM11025	Microeconomics 2	10
ECNM11049	Advanced Time Series Econometrics	10
MATH11009	Risk Analysis	5
MATH11010	Stochastic Optimization	5
MATH11029	Stochastic Modelling	10
MATH11030	Combinatorial Optimization	5
MATH11031	Nonlinear Optimization	10
MATH11040	Credit Scoring and Data Mining	10
MATH11046	Financial Risk Management	10
MATH10065	Fundamentals of Operational Research	10
MATH11128	Computing for Operational Research and Finance	10
PGPH11079	Programming Skills	10
MATH10044	Numerical Partial Differential Equations	10

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2013/2014 -
- ARCHIVE as at 1 September 2013 for reference only
THIS PAGE IS OUT OF DATE