University of Edinburgh
This programme provides students with expertise in financial mathematics, including stochastic calculus, and a range of practical techniques for analysing financial markets; students also learn quantitative skills for developing and managing risk that are in high demand since the recent financial crisis.
The minimum entry requirement is a UK 2.1 degree, or its international equivalent, in mathematics or a mathematical subject such as statistics, physics or engineering; applicants whose 1st language is not English require: IELTS 6.5 (with at least 6.0 in each module); TOEFL internet-based test 92 (with at least 20 in each module); PTE 61 (with at least 56 in each of the communicative skills sections); or CPE grade C or CAE grade B.
Core modules include: credit risk modelling; derivatives markets; derivative pricing and financial modelling; discrete-time finance; financial markets; special topics 1; special topics 2; stochastic analysis in finance 1; stochastic analysis in finance 2. Optional modules include: deterministic optimization methods in finance; financial econometrics; modern portfolio theory; numerical techniques of partial differential equations; optimization methods in finance; simulation; statistical methods; statistical inference; time series analysis.
|Qualification||Study mode||Fee||Course duration|
|MSc||Full-time||£ 19,700 per Academic year (home fees)||1 years|
|MSc||Full-time||£ 22,950 per Academic year (overseas fees)||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|University of Edinburgh||Edinburgh||EH8 9JU||Scotland|
0131 650 4885