The MSc starts two weeks before Michaelmas term with four introductory courses. The first term is devoted to the Core courses. Students attend two of the three Advanced streams (Tools, Modelling and Data-driven stream) in Hilary term and an intensive short course on Quantitative Risk Management.
The Dissertation project spreads over Trinity term. C++ programming is taught in two parts.
The assessment of the MSc is based on four written papers, three computer based practical exams, two projects and the dissertation.
Documents and Links
- MScMCF Course Handbook 2018-19
- Statement of provision 2018-19
- Standing orders2018-19
- List of current mathematical finance library books 21.09.17
- Whitehead Library
- Electronic Resources
- Graduate Studies Prospectus