Swansea University

Swansea University

Stochastic Processes (Theory and Application)

Visit our website for more information on fees, scholarships, postgraduate loans and other funding options to study at Swansea University - 'Welsh University of the Year 2017' (Times and Sunday Times Good University Guide 2017). 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.

Course modules

Modules typically include: stochastic calculus based on Brownian motion; Le´vy 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
Master of Research - MRes Full-time September 2017 GBP 15,300 per Year 1 (International) 1 Years
Master of Research - MRes Full-time September 2017 GBP 4,195 per Year 1 (Home/EU) 1 Years
Master of Research - MRes Part-time September 2017 GBP 7,600 per Year 1 (International) 3 Years
Master of Research - MRes Part-time September 2017 GBP 2,097 per Year 1 (Home/EU) 3 Years

Campus details

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

Get in touch

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Key information

Contact: 
College of Science Admissions Office
Telephone number: 
01792295142