MSc Quantitative Financial Risk Management

Programme Director:

Programme Codes: F7QM

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
F71ER Enterprise Risk Management I 1 M. Christiansen 15
C31FM Financial Markets 1 B. Xu 15
F71CM Credit Risk Modelling 2 M. Fahrenwald 15
F71EM Enterprise Risk Management II 2 A. Cairns 15
F71TS Time Series Analysis 2 S. Foss 7.5
C21FE Financial Econometrics 2 SML staff 7.5
F71SR Special Topics in Risk Management 2 T. Johnson, A. Cairns, M. Christiansen 15
F71QD MSc Dissertation 2/3 Various 60

Optional Courses

Code Title Semester Lecturer Credits
F71SM Statistical Methods 1 V. Shneer 15
C31CF Corporate Finance 1 SML staff 15

Students should chose one optional course.