Each of the Advanced Modules explores a key area in contemporary Mathematical Finance. Attendance at three assessed modules is compulsory for students enrolled on the part-time MSc in Mathematical Finance.
Please note that in exceptional circumstances it may be necessary to cancel or alter a particular lecture, so that the content of modules may be subject to small variation.
2017-18 Advanced Modules
19 - 22 September 2017
28 November - 1 December 2017
20 - 23 February 2018
17 - 20 April 2018
2018-19 Advanced Modules - Provisional dates
Module 5: Advanced Modelling Topics 1
18 - 21 September 2018
Module 6: Advanced Numerical Methods
27 - 30 November 2018
Module 7: Advanced Modelling Topics 2
19 - 22 February 2019
Module 8: Quantitative Risk Management
23 - 26 April 2019
Advanced Modules as Short Courses
A limited number of places are usually available at Advanced Modules for members of the public to attend them on a non-assessed, not-for-credit 'Short Course' basis. Students currently enrolled on the MSc Mathematical Finance may also attend the advanced module on which they opt not to be assessed on this basis. For further information, please see the Short Courses webpage.
Assessment of Advanced Modules (for those enrolled on the MSc Mathematical Finance only)
Please use the LaTeX template for advanced module assignments submitted for assessement.
Registration of options
You will be asked by the Administrative Office to register for Advanced Modules in the summer before taking the written examination.
If you wish to withdraw from a Module for which you previously registered for assessment you must notify the Administrative Office at least 14 days before the start of the Module. If you are unable to do so you will be charged the module fee – usually £320 - this is to cover expenses which by that stage will already have been incurred. The Administrative Office will then be able to register you for an alternative Module. Please see the Course Handbook for further details.
If, in exceptional circumstances, you choose not to be assessed for a module which you are already attending, or have already attended, you must notify the Administrative Office by the first working day following that Module. You will be asked to pay the fee as above, and the Administrative Office will be able to register you for an alternative module.
Please consult the Course Handbook for details on the following:
Method of submission
Late submission of Advanced Module assignments
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