THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2026/2027

Timetable information in the Course Catalogue may be subject to change.
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Degree Programme Table: Financial Modelling and Optimization (MSc) (Full-time) (PTMSCFINMO1F)

Jump to: Year 1

Year 1 Academic year: 2026/27, Starting in: September

Compulsory courses

You must take these courses
Discrete-Time Finance

Must be taken during Semester 1

MATH11153 10 credits
Fundamentals of Optimization

Must be taken during Semester 1

MATH11111 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
Optimization Methods in Finance

Must be taken during Semester 2

MATH11158 10 credits
Risk-Neutral Asset Pricing

Must be taken during Semester 2

MATH11157 10 credits
Dissertation (FMO)

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

MATH11080 60 credits
Research Skills for Financial Mathematics

Must be taken during Semester 2

MATH11228 10 credits

Course options

Group A

Select exactly 40 credits in this group.

FMO Semester 1 Options

Select between 0 and 30 credits of the following courses
Selected courses must be taken during Semester 1
Fundamentals of Operational Research
MATH10065 10 credits
Stochastic Modelling (Postgraduate Taught)
MATH11029 10 credits
Finance, Risk and Uncertainty
MATH11088 10 credits
Python Programming
MATH11199 10 credits
Machine Learning in Python
MATH11205 10 credits
AND

FMO Semester 2 Options

Select between 10 and 40 credits of the following courses
Selected courses must be taken during Semester 2
Algorithmic Game Theory and its Applications
INFR11020 10 credits
Time Series
MATH11131 10 credits
Financial Risk Theory
MATH11132 10 credits
Large Scale Optimization for Data Science
MATH11147 10 credits
Credit Scoring
MATH11148 10 credits
Stochastic Control and Dynamic Asset Allocation
MATH11150 10 credits
Numerical Partial Differential Equations
MATH11207 10 credits
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