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

Notes: This programme is administered through Heriot-Watt University.

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

Code	Course Name	Period	Credits
MATH11056	Derivatives Markets	Semester 1	7.5

MATH11153	Discrete-Time Finance	Semester 1	10

MATH11065	Financial Markets	Semester 1	15

MATH11058	Special Topics 1	Semester 1	7.5

MATH11154	Stochastic Analysis in Finance	Semester 1	20

MATH11130	Credit Risk Modelling	Semester 2	15

MATH11057	Derivative Pricing and Financial Modelling	Semester 2	15

MATH11059	Special Topics 2	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 a minimum of 22.5 credits and a maximum of 35 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 35 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
MATH11149	Portfolio Theory	15
MATH11158	Optimization Methods in Finance	10
MATH10015	Simulation	10
MATH11150	Stochastic Control and Dynamic Asset Allocation	10

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

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016