University of York
This course is delivered jointly by the Department of Mathematics and the Department of Economics and Related Studies. It is intended for candidates who want to combine a rigorous study of relevant topics in applied and computational mathematics with econometrics and quantitative finance.
Candidates are expected to have a Class 2.1 (or equivalent) or higher undergraduate degree in finance or economics with sufficient background in mathematical sciences, or in a mathematics-based field with sufficient background in finance and economics. We are looking for a minimum of 2 years (4 semesters or 6 trimesters) of university level courses in mathematics, and a similar amount and level of courses in economics and finance, with good marks. Competence in computing is desirable.Professional experience in quantitative finance will be an advantage, but not a prerequisite, which can compensate to some extent for limited formal training. International students will also need to demonstrate a good command of English by meeting the criteria under language requirements.
All years: either econometric methods for research or econometrics 1 and 2; continuous time finance; mathematical methods of finance; time series; time series; topics in financial econometrics; stochastic calculus and black-Scholes theory; dissertation. Optional modules: C++ programming with applications in finance; fixed income securities; portfolio selection and management; discrete time modelling and derivative securities; financial risk management; irreversible decision making under uncertainty; modelling of bonds, term structure, and interest rate derivatives; computational finance; credit risk.
A range of scholarships and studentships are available at postgraduate level. Some scholarships are funded by the University (such as the York Master's Opportunity Scholarship) and some are funded by Research Councils, alumni, businesses and charities. Please check with the provider for details.
|Qualification||Study mode||Start month||Fee||Course duration|
|MSc||Full-time||£ 18,620 per Academic year (home fees)||1 years|
|MSc||Full-time||£ 21,170 per Academic year (overseas fees)||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|University of York||York||YO10 5DD||Yorkshire and the Humber|