DPT: Computational Mathematical Finance (MSc) (Full-time) (PTMSCCOMAF1F)

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

COMPULSORY COURSES
This DPT has 9 compulsory course(s).

Code	Course Name	Period	Credits
MATH11151	Research-Linked Topics	Full Year	10

MATH11153	Discrete-Time Finance	Semester 1	10

MATH11088	Finance, Risk and Uncertainty	Semester 1	10

MATH11152	Object-Oriented Programming with Applications	Semester 1	10

MATH11154	Stochastic Analysis in Finance	Semester 1	20

MATH11155	Monte Carlo Methods	Block 3 (Sem 2)	5

MATH11157	Risk-Neutral Asset Pricing	Semester 2	10

MATH11150	Stochastic Control and Dynamic Asset Allocation	Semester 2	10

MATH11013	Dissertation (Fin. Math.)	Block 5 (Sem 2) and beyond	60

COURSE OPTIONS
This DPT has 4 set(s) of course options with the following rules.

Overarching rule collection group: A
Select a minimum of 15 credits and a maximum of 20 credits from these collections:

Select exactly 15 credits from the following list of courses, as available

Code	Course Name	Credits
MATH11156	Numerical Methods for Stochastic Differential Equations	5
MATH10044	Numerical Partial Differential Equations	10

Notes:These courses are COMPULSORY for the Computational Stream

Select exactly 20 credits from the following list of courses, during Semester 2

Code	Course Name	Credits
MATH11132	Financial Risk Theory	10
MATH11158	Optimization Methods in Finance	10

Notes:The courses are COMPULSORY for the Financial Stream

AND

Overarching rule collection group: B
Select a minimum of 15 credits and a maximum of 20 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
PGPH11079	Programming Skills	10

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

AND

Select a minimum of 0 credits and maximum of 20 credits from the following list of courses, during Semester 2

Code	Course Name	Credits
ECNM11049	Advanced Time Series Econometrics	10
MATH11148	Credit Scoring	10
MATH11046	Financial Risk Management	10
MATH11132	Financial Risk Theory	10
MATH11156	Numerical Methods for Stochastic Differential Equations	5
MATH10044	Numerical Partial Differential Equations	10
MATH11158	Optimization Methods in Finance	10
MATH11010	Stochastic Optimization	5

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

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016