📖Program Curriculum
Part I (60 credits)
Core Modules (45 credits)
MF6010 Probability Theory in Finance (10 credits)
MF6011 Derivatives, Securities, and Option Pricing (5 credits)
MF6012 Computational Finance I (5 credits)
MF6013 Computational Finance II (5 credits)
MF6014 Topics in Financial Mathematics (5 credits)
MF6015 Continuous-Time Financial Models (5 credits)
AM6004 Numerical Methods and Applications (5 credits)
CS6322 Optimisation (5 credits)
Elective Modules (Choose 15 credits)
AM4062 Applied Stochastic Differential Equations (5 credits)
AM6007 Scientific Computing with Numerical Examples (5 credits)
AM6019 Partial Differential Equations (5 credits)
ST4400 Data Analysis II (5 credits)
ST6040 Machine Learning and Statistical Analytics I (5 credits)
ST6041 Machine Learning and Statistical Analytics II (5 credits)
CS6503 Introduction to Relational Databases (5 credits)
Part II (30 credits)
MF6016 Dissertation in Financial and Computational Mathematics (30 credits)
Note: Module selection must be approved by the module coordinator.
You can find the full academic content for this programme at University Calendar (Financial & Computational Mathematics).
Modules
Further details on modules can be found in our Book of Modules. Any modules listed are indicative of the current set of modules for this course but are subject to change from year to year.
University Calendar
You can find the full academic content for the current year of any given course in our University Calendar.
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