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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2014/2015
- ARCHIVE as at 1 September 2014
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DRPS : DPTs :  School of Mathematics DPTs

Degree Programme Table: Financial Modelling and Optimization (MSc) (Full-time) (PTMSCFINMO1F)

Year 1, Academic year 2014/15, Starting month: September

  • 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
    MATH11080 Dissertation (FMO) 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 25 credits from these collections:  

    Select a minimum of 0 credits and maximum of 20 credits from the following list of courses, during Semester 1
    Code   Course Name   Credits
    MATH11128    Computing for Operational Research and Finance   10  
    MATH10065    Fundamentals of Operational Research   10  
    PGPH11079    Programming Skills   10  
    PGPH11076    Parallel Numerical Algorithms   10  

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

    Select a minimum of 0 credits and maximum of 25 credits from the following list of courses, during Semester 2
    Code   Course Name   Credits
    ECNM11049    Advanced Time Series Econometrics   10  
    MATH11030    Combinatorial Optimization   5  
    MATH11148    Credit Scoring   10  
    MATH11046    Financial Risk Management   10  
    MATH11031    Nonlinear Optimization   10  
    MATH11009    Risk Analysis   5  
    MATH11029    Stochastic Modelling   10  
    MATH11010    Stochastic Optimization   5  
    MATH11146    Modern Optimization Methods for Big Data Problems   10  
    MATH10044    Numerical Partial Differential Equations   10  
    MATH11147    Large Scale Optimization for Data Science   10  

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



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