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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2016/2017
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DRPS : DPTs :  School of Mathematics DPTs

Degree Programme Table: Financial Modelling and Optimization (MSc) (Part-time) (PTMSCFINMO1P)

Year 1, Academic year 2016/17, Starting month: September

  • Notes: Please note that there are no optional courses in the first year of this programme.


    • COMPULSORY COURSES
    This DPT has 5 compulsory course(s).


    Code  Course Name  Period  Credits 
    MATH11153 Discrete-Time Finance Semester 1 10
    MATH11154 Stochastic Analysis in Finance Semester 1 20
    MATH10015 Simulation Semester 2 10
    MATH11157 Risk-Neutral Asset Pricing Semester 2 10
    MATH11151 Research-Linked Topics Full Year 10




    COURSE OPTIONS
    This DPT has 0 set(s) of course options with the following rules.




    Year 2, Academic year 2016/17, Starting month: September

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

    Students must not take more than 30 credits at Level 10 during this programme.


    • COMPULSORY COURSES
    This DPT has 2 compulsory course(s).


    Code  Course Name  Period  Credits 
    MATH11088 Finance, Risk and Uncertainty Semester 1 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
     



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