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MSc in Financial Mathematics

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Programme Code: TMFIMA

Department: Mathematics

For students starting this programme of study in 2021/22

Guidelines for interpreting programme regulations


        

Academic year programme (10 months). Students must take five compulsory half-unit courses and optional courses to the value of one-and-a-half units as shown. 
There is also a two-week compulsory introductory course MA400 September Introductory Course relating to MA415 and MA417. 

Please note that places are limited on some optional courses. Admission onto any particular course is not guaranteed and may be subject to timetabling constraints and/or students meeting specific prerequisite requirements.

Paper

Course number, title (unit value)

Introductory course

MA400 September Introductory Course (Financial Mathematics and Quantitative Methods for Risk Management) (0.0)

Paper 1

MA415 The Mathematics of the Black and Scholes Theory (0.5) #

Paper 2

MA416 The Foundations of Interest Rate and Credit Risk Theory (0.5) #

Paper 3

ST409 Stochastic Processes (0.5) #

Paper 4

FM413 Fixed Income Markets (0.5) #

Paper 5

MA417 Computational Methods in Finance (0.5) #

Paper 6

One of the following:

 

MA402 Game Theory I (0.5) #