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

Degree Programme Table: Financial Mathematics (jointly with Heriot-Watt University) (MSc) (PTMSCFINMA2F)

Jump to: Year 1

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

Notes:
This programme is administered through Heriot-Watt University.

Compulsory courses

You must take these courses
Derivatives Markets

Must be taken during Semester 1

MATH11056 7.5 credits
Discrete-Time Finance

Must be taken during Semester 1

MATH11153 10 credits
Financial Markets

Must be taken during Semester 1

MATH11065 15 credits
Special Topics 1

Must be taken during Semester 1

MATH11058 7.5 credits
Stochastic Analysis in Finance

Must be taken during Semester 1

MATH11154 20 credits
Credit Risk Modelling

Must be taken during Semester 2

MATH11130 15 credits
Derivative Pricing and Financial Modelling

Must be taken during Semester 2

MATH11057 15 credits
Special Topics 2

Must be taken during Semester 2

MATH11059 7.5 credits
Dissertation (Fin. Math.)

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

MATH11013 60 credits

Course options

Group A

Select between 22 and 30 credits in this group.

FiM : options : SEMESTER 1

Select between 0 and 15 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
Statistical Methods
MATH11070 15 credits
Statistical Inference
MATH11129 7.5 credits
AND

FiM : options : SEMESTER 2

Select between 0 and 30 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
Simulation
MATH10015 10 credits
Time Series Analysis
MATH11062 7.5 credits
Financial Econometrics
MATH11064 7.5 credits
Numerical Techniques of Partial Differential Equations
MATH11068 7.5 credits
Portfolio Theory
MATH11149 15 credits
Stochastic Control and Dynamic Asset Allocation
MATH11150 10 credits
Optimization Methods in Finance
MATH11158 10 credits
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