Course Components
Click on the course titles to view the individual course synopses.
1. Introductory Courses
These courses are all held in the Introductory week and are not assessed.
| Title | Term |
| Introduction to Partial Differential Equations | Introductory week |
| Introduction to Probability | Introductory week |
| Introduction to Matlab | Introductory week |
2. Core lecture courses
| Title | Term |
| Practical Stochastic Calculus | Michaelmas Term |
| Stochastic Differential Equations | Michaelmas Term |
| Asset Pricing and Portfolio Theory | Michaelmas Term |
| Financial Derivatives 1 | Michaelmas Term |
| Numerical Methods 1 | Michaelmas Term/Hilary Term |
| Fixed Income | Hilary Term |
| Financial Derivatives 2 | Hilary Term |
| Numerical Methods 2 | Michaelmas Term/Hilary Term |
| Stochastic Control and Dynamic Asset Allocation | Hilary Term |
3. Optional lecture courses
| Title | Term |
| Quantitative Risk Management (as for part-time course) | Hilary Term + Easter Vacation |
| Advanced Modelling Topics 2 (as for part-time course) | Easter Vacation |
| Time Series Analysis | Trinity Term |
4. Dissertation
The dissertation will be written in Trinity Term.
5. Programming Courses
| Title | Term |
| Financial Computing with C++ part I | Hilary Term |
| Financial Computing with C++ Part II | Weeks 9 and 10, Trinity Term |