University of York
Candidates are expected to have a good Honours undergraduate degree in a mathematics-based subject (in a widely understood sense, including certain degrees in science). If your undergraduate degree is in business, finance or economics with sufficiently strong mathematics background (equivalent to at least 2 years of university level mathematics courses), then we encourage you to apply also. We welcome students with recent degrees as well as those with work experience in related disciplines and professions. 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.
Mathematical methods of finance; discrete time modelling and derivative securities; stochastic calculus and Black-Scholes theory; modelling of bonds, term structure, and interest rate derivatives; mathematical finance dissertation; mathematical finance project. Optional modules: Portfolio theory and risk management; C++ programming with applications in finance; survival analysis (M Level); computational finance; credit risk.
|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|