Registry
Programme Academic Structure for 2012 - 2013, B.Sc. Financial Mathematics
This information is provisional and subject to change.
Explanation of Terms/Frequently Asked Questions
Year 3 Core Modules:
| Code | Title | Credit | Semester | Exam % | CA % |
|---|---|---|---|---|---|
| IN306 | INTRA | 30 | Semester 2 | 0 | 100 |
| MS308A | Stochastic Modelling | 7.5 | Semester 1 | 75 | 25 |
| MS427 | Financial Economics I | 7.5 | Semester 1 | 75 | 25 |
| MS447A | Time Series | 7.5 | Semester 1 | 75 | 25 |
| MS450 | Simulation for Finance | 7.5 | Semester 1 | 0 | 100 |
Year 3 Optional Modules:
| Code | Title | Credit | Semester | Exam % | CA % |
|---|---|---|---|---|---|
| MS306 | Treasury Mathematics | 0 | Semester 1 | 0 | 100 |
Year 4 Core Modules:
| Code | Title | Credit | Semester | Exam % | CA % |
|---|---|---|---|---|---|
| EF520 | Financial Engineering | 7.5 | Semester 2 | 75 | 25 |
| MS401 | Numerical Solution of PDEs | 7.5 | Semester 1 | 75 | 25 |
| MS402 | Fixed Income Securities | 7.5 | Semester 2 | 100 | |
| MS405 | Stochastic Finance | 7.5 | Semester 2 | 100 | 0 |
| MS407 | Probability and Finance I | 7.5 | Semester 1 | 75 | 25 |
| MS408 | Probability and Finance II | 7.5 | Semester 1 | 75 | 25 |
| MS412 | Partial Differential Equations | 7.5 | Semester 1 | 100 | |
| MS551 | Monte Carlo Methods in Finance | 7.5 | Semester 2 | 50 | 50 |
