Degree Regulations & Programmes Of Study 2017/2018
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DRPS : DPTs :  School of Mathematics DPTs

Degree Programme Table: Computational Mathematical Finance (MSc) (Full-time) (PTMSCCOMAF1F)

Jump to: Year 1

Year 1 Academic year: 2017/18, Starting in: September

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

Compulsory courses

You must take these courses
Research-Linked Topics

Must be taken during Full Year

MATH11151 10 credits
Discrete-Time Finance

Must be taken during Semester 1

MATH11153 10 credits
Finance, Risk and Uncertainty

Must be taken during Semester 1

MATH11088 10 credits
Object-Oriented Programming with Applications

Must be taken during Semester 1

MATH11152 10 credits
Stochastic Analysis in Finance

Must be taken during Semester 1

MATH11154 20 credits
Monte Carlo Methods

Must be taken during Block 3 (Sem 2)

MATH11155 5 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
Numerical Methods for Stochastic Differential Equations

Must be taken during Blocks 4-5 (Sem 2)

MATH11156 5 credits
Dissertation (Fin. Math.)

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

MATH11013 60 credits

Course options

Group A

Select exactly 20 credits in this group.

CMF : Financial Stream : Compulsory - 2017-18

Select exactly 20 credits of the following courses
Notes:
The courses are COMPULSORY for the Financial Stream
Selected courses must be taken during Semester 2
Financial Risk Theory
MATH11132 10 credits
Optimization Methods in Finance
MATH11158 10 credits
OR

CMF : Computational Stream : Compulsory - 2017-18

Select exactly 20 credits of the following courses
Numerical Partial Differential Equations
MATH10044 10 credits
Time Series
MATH11131 10 credits
AND

Group B

Select exactly 10 credits in this group.

CMF : Options : Semester 1 - 2017-18

Select between 0 and 10 credits of the following courses
Notes:
SEMESTER 1 courses - please confirm delivery period using the course links

Selected courses must be taken during Semester 1
Bayesian Theory
MATH11177 10 credits
Scientific Computing
MATH11198 10 credits
Python Programming
MATH11199 10 credits
Parallel Numerical Algorithms
PGPH11076 10 credits
Programming Skills
PGPH11079 10 credits
AND

CMF : Options : Semester 2 - 2017-18

Select between 0 and 10 credits of the following courses
Notes:
SEMESTER 2 courses - please confirm delivery period using the course links

Selected courses must be taken during Semester 2
Applied Databases
INFR11015 10 credits
Numerical Partial Differential Equations
MATH10044 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
Integer and Combinatorial Optimization
MATH11192 10 credits
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