Swansea University

Swansea University

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.

Entry requirements

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.

Course modules

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 details

Campus name Town Postcode Region Main campus Campus Partner
Singleton Park, Swansea Swansea SA2 8PP Wales

Key information

College of Science Admissions Office
Telephone number: 
01792 295142