Stochastic Processes (Theory and Application)
The course is delivered through optional modules for the taught element followed by a large research project that contributes to the field in an explicit way, rather than applying existing knowledge.
Normally a 2.1 Honours degree or equivalent in mathematics, computer science or engineering. English language requirement IELTS 6.0 (with a minimum of 5.5 in each component) or a Swansea University recognised equivalent.
Topics typically include: Stochastic calculus based on Brownian motion; L�vy processes and more general jump processes; advanced Black-Scholes theory; theory and numerics of parabolic differential equations; Java programming.
|Qualification||Study mode||Fee||Course duration|
|MRes||Full-time||£ 4,052 per Academic year (home fees)||1 years|
|MRes||Full-time||£ 14,400 per Academic year (overseas fees)||1 years|
|MRes||Part-time||£ 2,026 per Academic year (home fees)||2 years|
|MRes||Part-time||£ 7,200 per Academic year (overseas fees)||2 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|Singleton Park, Swansea||Swansea||SA2 8PP||Wales|
College of Science Admissions Office