University of York

University of York

Statistics and Computational Finance

This programme in statistics and computational finance 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. It will equip students with contemporary statistical ideas and methodologies as well as advanced knowledge, which will make students very competitive to industry, academic and governmental institutions. There are excellent career prospects for employment in industry and the public sector for our graduates.

Entry requirements

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.

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.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time September 2016 - 1 years

Campus details

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

Get in touch

Remember to mention TARGETpostgrad when contacting universities.

Key information

Contact: 
Postgraduate Administrator
Telephone number: 
01904 323097