Programme Director:
Programme Codes: F7FM
For further information about course choices consult:
Semester 1 Timetable Semester 2 Timetable
Compulsory Courses
| Code | Title | Semester | Lecturer | Credits |
|---|---|---|---|---|
| F71DV | Derivative Markets and Pricing | 1 | A. Wiese | 15 |
| F11MT | Modelling and Tools | 1 | S. Malham | 15 |
| F71FE | Financial Modelling and Engineering | 2 | T. Johnson | 15 |
| F71CM | Credit Risk Modelling | 2 | M. Fahrenwald | 15 |
| F71QD | MSc Dissertation | 2/3 | Various | 60 |
Optional Courses
| Code | Title | Semester | Lecturer | Credits |
|---|---|---|---|---|
| F71SM | Statistical Methods | 1 | V. Shneer | 15 |
| C31FM | Financial Markets | 1 | B. Xu | 15 |
| F21DL | Data Mining and Machine Learning | 1 | D. Corne | 15 |
| F71ER | Enterprise Risk Management I | 1 | M. Christiansen | 15 |
| C21FE | Financial Econometrics | 2 | SML staff | 7.5 |
| F71TS | Time Series Analysis | 2 | S. Foss | 7.5 |
| F71PT | Portfolio Theory | 2 | G. Gibson/A. Cairns | 15 |
| F79BI |
Bayesian Inference & Computational Methods
|
2 | G. Gibson | 15 |
| F71SS | Stochastic Simultulation | 2 | TBA | 15 |
Students should chose two optional courses per semester.