Registry
Programme Academic Structure for 2012 - 2013, MSc in Financial Mathematics
This information is provisional and subject to change.
Explanation of Terms/Frequently Asked Questions
Year 1 Core Modules:
| Code | Title | Credit | Semester | Exam % | CA % |
|---|---|---|---|---|---|
| MS407M | Probability and Finance I | 0 | Semester 1 | 75 | 25 |
| MS408M | Probability and Finance II | 0 | Semester 1 | 75 | 25 |
| MS412M | Partial Differential Equations | 0 | Semester 1 | 100 | |
| MS450M | Simulation for Finance | 0 | Semester 1 | 0 | 100 |
| MS510 | Project | 30 | Autumn Semester | 0 | 100 |
| MS570 | Semester I Average | 30 | Semester 1 | 0 | 0 |
| MS571 | Semester II Average | 30 | Semester 2 | 0 | 0 |
Year 1 Optional Modules:
| Code | Title | Credit | Semester | Exam % | CA % |
|---|---|---|---|---|---|
| EF520M | Financial Engineering | 0 | Semester 2 | 75 | 25 |
| MS401M | Numerical Solutions of PDES | 0 | Semester 1 | 75 | 25 |
| MS402M | Fixed Income Securities | 0 | Semester 2 | 75 | 25 |
| MS405M | Stochastic Finance | 0 | Semester 2 | 100 | 0 |
| MS415M | Optimisation | 0 | Semester 2 | 75 | 25 |
| MS505M | Coding and Cryptography | 0 | Semester 2 | 75 | 25 |
| MS551M | Monte Carlo Methods in Finance | 0 | Semester 2 | 50 | 50 |
