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.
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 by a combination of written examinations, coursework and a dissertation.
|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 name||Town||Postcode||Region||Main campus||Campus||Partner|
|Singleton Park, Swansea||SA2 8PP||Wales|
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