THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2024/2025

Timetable information in the Course Catalogue may be subject to change.
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Degree Programme Table: Computational Mathematical Finance (MSc) (Full-time) (PTMSCCOMAF1F)

Jump to: Year 1

Year 1 Academic year: 2024/25, Starting in: September

Compulsory courses

You must take these courses
Discrete-Time Finance

Must be taken during Semester 1

MATH11153 10 credits
Stochastic Analysis in Finance

Must be taken during Semester 1

MATH11154 20 credits
Numerical Probability and Monte Carlo

Must be taken during Semester 2

MATH11202 10 credits
Risk-Neutral Asset Pricing

Must be taken during Semester 2

MATH11157 10 credits
Stochastic Control and Dynamic Asset Allocation

Must be taken during Semester 2

MATH11150 10 credits
Dissertation (CMF)

Must be taken during Block 5 (Sem 2) and beyond

MATH11200 60 credits
Research Skills for Financial Mathematics

Must be taken during Semester 2

MATH11228 10 credits
Python Programming

Must be taken during Semester 1

MATH11199 10 credits

Course options

Group A

Select exactly 40 credits in this group.

CMF : Computational Stream : Compulsory - 2024-25

Select exactly 20 credits of the following courses
Time Series
MATH11131 10 credits
Numerical Partial Differential Equations
MATH11207 10 credits
AND

CMF : Computational Stream : Options : Semester 1 - 2024-25

Select between 0 and 20 credits of the following courses
Programming Skills
EPCC11017 10 credits
Blockchains and Distributed Ledgers
INFR11144 10 credits
Finance, Risk and Uncertainty
MATH11088 10 credits
Bayesian Theory
MATH11177 10 credits
AND

CMF : Computational Stream : Options : Semester 2 - 2024-25

Select between 0 and 20 credits of the following courses
Reinforcement Learning
INFR11010 10 credits
Algorithmic Game Theory and its Applications
INFR11020 10 credits
Financial Risk Theory
MATH11132 10 credits
Credit Scoring
MATH11148 10 credits
Optimization Methods in Finance
MATH11158 10 credits
Bayesian Data Analysis
MATH11175 10 credits
Integer and Combinatorial Optimization
MATH11192 10 credits
OR

Group B

Select exactly 40 credits in this group.

CMF : Financial Stream : Compulsory - 2024-25

Select exactly 20 credits of the following courses
Financial Risk Theory
MATH11132 10 credits
Optimization Methods in Finance
MATH11158 10 credits
AND

CMF : Financial Stream : Options : Semester 1 - 2024-25

Select between 0 and 20 credits of the following courses
Programming Skills
EPCC11017 10 credits
Blockchains and Distributed Ledgers
INFR11144 10 credits
Finance, Risk and Uncertainty
MATH11088 10 credits
Bayesian Theory
MATH11177 10 credits
AND

CMF : Financial Stream : Options : Semester 2 - 2024-25

Select between 0 and 20 credits of the following courses
Algorithmic Game Theory and its Applications
INFR11020 10 credits
Time Series
MATH11131 10 credits
Credit Scoring
MATH11148 10 credits
Bayesian Data Analysis
MATH11175 10 credits
Integer and Combinatorial Optimization
MATH11192 10 credits
Numerical Partial Differential Equations
MATH11207 10 credits
OR

Group C

Select exactly 40 credits in this group.

CMF : Machine Learning Stream : Compulsory - 2024-25

Select exactly 10 credits of the following courses
Machine Learning in Python
MATH11205 10 credits
AND

CMF : Machine Learning Stream : Options : Semester 1 - 2024-25

Select between 0 and 20 credits of the following courses
Programming Skills
EPCC11017 10 credits
Blockchains and Distributed Ledgers
INFR11144 10 credits
Finance, Risk and Uncertainty
MATH11088 10 credits
Bayesian Theory
MATH11177 10 credits
AND

CMF : Machine Learning Stream : Options : Semester 2 - 2024 - 25

Select between 0 and 20 credits of the following courses
Reinforcement Learning
INFR11010 10 credits
Algorithmic Game Theory and its Applications
INFR11020 10 credits
Time Series
MATH11131 10 credits
Financial Risk Theory
MATH11132 10 credits
Credit Scoring
MATH11148 10 credits
Optimization Methods in Finance
MATH11158 10 credits
Bayesian Data Analysis
MATH11175 10 credits
Integer and Combinatorial Optimization
MATH11192 10 credits
Numerical Partial Differential Equations
MATH11207 10 credits
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