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 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

MATH11111	Fundamentals of Optimization	Semester 1	10

MATH11154	Stochastic Analysis in Finance	Semester 1	20

MATH11158	Optimization Methods in Finance	Semester 2	10

MATH11157	Risk-Neutral Asset Pricing	Semester 2	10

MATH10015	Simulation	Semester 2	10

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 30 credits from these collections:

Select a minimum of 0 credits and maximum of 30 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
MATH11152	Object-Oriented Programming with Applications	10

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

AND

Select a minimum of 0 credits and maximum of 30 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
MATH10064	Multivariate Data Analysis	10
MATH11132	Financial Risk Theory	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