Academic Structures
Programme Academic Structure for 2023 - 2024, MSc in Financial Mathematics
This information is provisional & subject to change.
Year 1 Core Modules:
Code | Title | Credit | Semester | Exam % | CA % | Resit Category |
---|---|---|---|---|---|---|
MS508 | Probability and Finance II (Advanced) | 7.5 | Semester 1 | 80 | 20 | 3 |
MS525 | Fixed Income Securities (Advanced) | 7.5 | Semester 2 | 100 | 0 | 1 |
MS526 | Stochastic Finance (Advanced) | 7.5 | Semester 2 | 100 | 0 | 1 |
MS537 | Probability and Finance I (Advanced) | 7.5 | Semester 1 | 80 | 20 | 3 |
MS549 | Financial & Actuarial Models (Adv) | 7.5 | Semester 1 | 75 | 25 | 1 |
MS555 | Simulation for Finance | 7.5 | Semester 1 | 50 | 50 | 1 |
MS556 | Deep Learning | 7.5 | Semester 2 | 0 | 100 | 1 |
Year 1 Optional Modules -
Code | Title | Credit | Semester | Exam % | CA % | Resit Category |
---|---|---|---|---|---|---|
MS510 | Project | 30 | Autumn Semester | 0 | 100 | 2 |
MS534 | Optimisation | 7.5 | Semester 2 | 80 | 20 | 3 |
MS542 | Work Placement Module | 30 | Autumn Semester | 0 | 100 | 2 |
MS547 | Time Series Advanced | 7.5 | Semester 2 | 70 | 30 | 1 |
Modular Programme Structure
Year C Optional Modules;
Code | Title | Credit | Semester | Resit Category |
---|---|---|---|---|
MS508 | Probability and Finance II (Advanced) | 7.5 | Semester 1 | 3 |
MS510 | Project | 30 | Autumn Semester | 2 |
MS525 | Fixed Income Securities (Advanced) | 7.5 | Semester 2 | 1 |
MS526 | Stochastic Finance (Advanced) | 7.5 | Semester 2 | 1 |
MS534 | Optimisation | 7.5 | Semester 2 | 3 |
MS537 | Probability and Finance I (Advanced) | 7.5 | Semester 1 | 3 |
MS542 | Work Placement Module | 30 | Autumn Semester | 2 |
MS547 | Time Series Advanced | 7.5 | Semester 2 | 1 |
MS549 | Financial & Actuarial Models (Adv) | 7.5 | Semester 1 | 1 |
MS555 | Simulation for Finance | 7.5 | Semester 1 | 1 |
MS556 | Deep Learning | 7.5 | Semester 2 | 1 |