DPT: Financial Mathematics (jointly with Heriot-Watt University) (MSc) (PTMSCFINMA2F)

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 2 set(s) of course options with the following rules.

Overarching rule collection group: A
Select exactly 22.5 credits from these collections:

Select a minimum of 0 credits and maximum of 15 credits from the following list of courses, during Semester 1

Notes:SEMESTER 1 courses - please confirm delivery period using the course links

AND

Select a minimum of 0 credits and maximum of 22.5 credits from the following list of courses, during Semester 2

Code	Course Name	Credits
MATH11062	Time Series Analysis	7.5
MATH11064	Financial Econometrics	7.5
MATH11068	Numerical Techniques of Partial Differential Equations	7.5
MATH11083	Simulation	15
MATH11092	Deterministic Optimization Methods in Finance	7.5
MATH11110	Optimization Methods in Finance	15
MATH11149	Portfolio Theory	15

Notes:SEMESTER 2 courses - please confirm delivery period using the course links

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2014/2015
- ARCHIVE as at 1 September 2014