University of York

University of York

Statistics and Computational Finance

This programme aims to train students to work as professional statisticians, not only at the interface between statistics and finance, but to provide skills applicable in sociology, health science, medical science, biology and other scientific areas where data analysis is needed; the emphasis of the programme is on data analysis; information technology equips students with contemporary statistical ideas and methodologies as well as advanced knowledge, which makes students very competitive for industry, academic and government institutions.

Entry requirements

A 2nd Class Honours degree, or equivalent, with a significant mathematical component. Substantial prior knowledge of statistics is desirable but not essential. Applicants who have other qualifications or have studied overseas are welcome.

Course modules

Module includes: advanced regression analysis; mathematical methods of finance; portfolio theory and risk management; financial time series; stochastic calculus and Black-Scholes theory; advanced multivariate analysis. Optional modules: survival Analysis (M Level); statistics for insurance; computational finance; statistical modelling and practical data analysis with R; C++ programming with applications in finance.

Assessment methods

Examinations; dissertation.

Sponsorship information

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 Fee Course duration
MSc Full-time £ 7,740 per Academic year (home fees) 1 years
MSc Full-time £ 18,940 per Academic year (overseas fees) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
University of York York YO10 5DD Yorkshire and the Humber

Key information

Postgraduate Administrator
Telephone number: 
01904 323097