Upper 2nd Class (2.1) Honours degree in a subject with a high mathematical content.
Semester 1, compulsory modules: introduction to measure theory and martingales; stochastic models in finance; optional modules (choose 2); programming and numerical methods; regular and chaotic dynamics; financial economics. Semester 2, compulsory modules: stochastic calculus and theory of stochastic pricing; research project. Optional modules (choose 3); functional analysis; elements of PDES; static and dynamic optimisation; either asset management and derivatives or corporate finance.
A combination of written examinations, reports, individual and group projects, and verbal presentations.
|Qualification||Study mode||Start month||Fee||Course duration|
|MSc||Full-time||September 2016||-||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|Loughborough University||Loughborough||LE11 3TU||East Midlands|
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