University of York
Statistics and Computational Finance
Candidates are expected to have a 2nd Class Honours degree, or equivalent, with a significant mathematical (and, preferably, statistical) component. Applicants who have other qualifications or have studied overseas are welcome. Each applicant will be assessed individually to ensure that his/her academic and/or professional background is appropriate. Documented professional track record in statistics or quantitative finance will be considered alongside academic record. If you are a non-native English speaking applicant you must provide evidence of your English language ability. You need to show enough fluency in all aspects of English (reading, writing, speaking and listening) to the required level of the course you are applying to.
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.
|Qualification||Study mode||Start month||Fee||Course duration|
|MSc||Full-time||September 2016||-||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|University of York||York||YO10 5DD||Yorkshire and the Humber|
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