项目背景
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更新时间:2024-10-22
开学时间9月
课程学制1年
学费40000.00/GBP
专业介绍
The Financial Mathematics MSc enables graduates and professionals with a strong mathematical background to research, develop and apply quantitative and computational techniques to investment and risk management. Based in the Department of Mathematics, this course has a superb reputation for research-led teaching and strong links to industry.
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语言要求
Write
6
23
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总分
6.5
92
62
学术要求
专业领域:数学或以数学为基础的专业。
先修科目:高等数学+纯数学科目
课程设置
Required modules:所需模块
Probability Theory :概率论
Risk Neutral Valuation :风险中性估值
MSc Financial Mathematics Project :理学硕士金融数学项目
Mathematical Analysis for Financial Mathematics :金融数学的数学分析
Optional modules:可选模块
Financial Markets :金融市场
Statistics in Finance :金融统计
Stochastic Analysis :随机分析
Incomplete Markets :不完全市场
C++ for Financial Mathematics :C表示金融数学
Advanced Volatility Models and Path-Dependent Options :高级波动率模型和路径依赖期权
Interest Rates and Credit Risk :利率与信用风险
Econophysics :经济物理学
Machine Learning:机器学习
Optimisation in Finance and Data Analysis :财务和数据分析的优化
Numerical and Computational Methods in Finance :金融学中的数值和计算方法
Scientific Computing for Finance :金融科学计算
High-Frequency Finance :高频金融
Stochastic Control and Applications to Algorithmic Trading :随机控制及其在算法交易中的应用