MSc in Mathematical and Computational Finance - Course Components

Introductory Courses

Core Courses - Michaelmas Term

Advanced Streams - Hilary Term

Programming Courses

Intensive Advance Course - Trinity Term

Dissertation and Presentation - Trinity Term

 

Introductory Courses

Core Courses - Michaelmas Term

Advanced Streams - Hilary Term

In the second term three streams are offered; each stream consists of 32 hours of lectures and 16 hours of classes/practicals. The Tools stream is mandatory for all students, and each student will take either the Modelling stream or the Data-driven stream.

Modelling stream

Data-driven stream

* The lectures are delivered as part of the Advanced Modelling Topics intensive module.

Tools stream

Programming Courses

Intensive Advanced Course - Trinity Term

Quantitative Risk Management - Mandatory four day intensive course in week 0 Trinity Term

Dissertation and Presentation - Trinity Term

The dissertation will be written during Trinity Term on a topic chosen in consultation with your supervisor. It should be no more than 40 pages long and should contain material which, although not necessarily original research, cannot be found elsewhere. Credit will be given for the mathematical and financial content, as well as for the quality of the presentation and the clarity of the writing.

Each student must give a 15 minute oral presentation after Trinity Term about his/her dissertation.