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

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

Jump to: Year 1, Year 2

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

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

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
Simulation

Must be taken during Semester 2

MATH10015 10 credits
Risk-Neutral Asset Pricing

Must be taken during Semester 2

MATH11157 10 credits
Research-Linked Topics

Must be taken during Full Year

MATH11151 10 credits

Year 2 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
Finance, Risk and Uncertainty

Must be taken during Semester 1

MATH11088 10 credits
Fundamentals of Optimization

Must be taken during Semester 1

MATH11111 10 credits
Dissertation (FMO)

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

MATH11080 60 credits
Optimization Methods in Finance

Must be taken during Semester 2

MATH11158 10 credits

Course options

Group A

Select exactly 30 credits in this group.

FMO : options : SEMESTER 1 : 2017-18

Select between 0 and 30 credits of the following courses
Notes:
SEMESTER 1 courses - please confirm delivery period using the course links

NOTE: You must NOT select more than 10 credits from the following programming courses:
MATH11199 Python Programming
MATH11179 Scientific Computing
Selected courses must be taken during Semester 1
Fundamentals of Operational Research
MATH10065 10 credits
Object-Oriented Programming with Applications
MATH11152 10 credits
Scientific Computing
MATH11198 10 credits
Python Programming
MATH11199 10 credits
Parallel Numerical Algorithms
PGPH11076 10 credits
Programming Skills
PGPH11079 10 credits
AND

FMO : options : SEMESTER 2 : 2017-18

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
Numerical Partial Differential Equations
MATH10044 10 credits
Multivariate Data Analysis
MATH10064 10 credits
Stochastic Modelling
MATH11029 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
Integer and Combinatorial Optimization
MATH11192 10 credits
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