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

Modules typically include: stochastic calculus based on Brownian motion; Lévy processes and more general jump processes; advanced Black-Scholes theory; theory and numerics of parabolic differential equations; Java programming.

Assessment methods

Assessment by a combination of written examinations, coursework and a dissertation.

Qualifications

Qualification Study mode Start month Fee Course duration
MRes Full-time October 2016 GBP 4,214 per Year 1 (Wales) 1 years
MRes Full-time October 2016 GBP 4,214 per Year 1 (England) 1 years
MRes Full-time October 2016 GBP 14,850 per Year 1 (International) 1 years
MRes Full-time October 2016 GBP 4,214 per Year 1 (Northern Ireland) 1 years
MRes Full-time October 2016 GBP 4,214 per Year 1 (Scotland) 1 years
MRes Part-time October 2016 GBP 2,107 per Year 1 (England) 2 years
MRes Part-time October 2016 GBP 7,400 per Year 1 (International) 2 years
MRes Part-time October 2016 GBP 2,107 per Year 1 (Northern Ireland) 2 years
MRes Part-time October 2016 GBP 2,107 per Year 1 (Scotland) 2 years
MRes Part-time October 2016 GBP 2,107 per Year 1 (Wales) 2 years

Campus details

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

Get in touch

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Key information

Contact: 
College of Science Admissions Office
Telephone number: 
01792 295142