{"id":2395,"date":"2016-06-17T10:08:00","date_gmt":"2016-06-17T09:08:00","guid":{"rendered":"http:\/\/www.macs.hw.ac.uk\/students\/?page_id=2395"},"modified":"2016-06-17T10:08:00","modified_gmt":"2016-06-17T09:08:00","slug":"msc-quantitative-finance-and-mathematics","status":"publish","type":"page","link":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/maths\/pg-programmes\/msc-quantitative-finance-and-mathematics\/","title":{"rendered":"MSc Quantitative Finance and Mathematics"},"content":{"rendered":"

Programme Director:<\/strong> Dr. Simon Malham\"Simon<\/a><\/p>\n

Programme Codes:<\/strong> F1FM-QFM<\/p>\n

MSc Quantitative Finance and Mathematics Guide 2016\/17<\/a><\/p>\n

 <\/p>\n

_____________________________________________________________________________<\/p>\n

Semester 1 Timetable<\/a> Semester 2 Timetable<\/a><\/p>\n

 <\/p>\n

Mandatory Courses<\/h2>\n\n\n\n\n\n\n\n\n
HW
\nCode<\/th>\n		Title<\/th>\nSemester<\/th>\nNotes<\/th>\n<\/tr>\n
F11MT<\/a><\/td>\nModelling and Tools<\/td>\n1<\/td>\n<\/td>\n<\/tr>\n
F71DV<\/a><\/td>\nDerivative Markets and Pricing<\/td>\n1<\/td>\n<\/td>\n<\/tr>\n
F11SS<\/a><\/td>\nStochastic Simulation<\/td>\n2<\/td>\n<\/td>\n<\/tr>\n
F71PT<\/a><\/td>\nPortfolio Theory<\/td>\n2<\/td>\n<\/td>\n<\/tr>\n
F11HM<\/a><\/td>\nMasters Project<\/td>\n3<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Optional Courses: Any 2 from<\/h2>\n\n\n\n\n\n\n\n\n\n\n
HW
\nCode<\/th>\n		Title<\/th>\nSemester<\/th>\nNotes<\/th>\n<\/tr>\n
F71SM<\/a><\/td>\nStatistical Methods<\/td>\n 1<\/td>\n<\/td>\n<\/tr>\n
F11FM <\/a><\/td>\nFunctional Analysis<\/td>\n 1<\/td>\n<\/td>\n<\/tr>\n
F71ER<\/a><\/td>\nEnterprise Risk Management I<\/td>\n 1<\/td>\n<\/td>\n<\/tr>\n
C31FM<\/td>\nFinancial Markets<\/td>\n 1<\/td>\n<\/td>\n<\/tr>\n
\n

F21DL<\/a><\/p>\n<\/td>\n

Data Mining and Machine Learning<\/td>\n1<\/td>\n<\/td>\n<\/tr>\n
F21SF<\/a><\/td>\nSoftware Engineering Foundations<\/td>\n 1<\/td>\n<\/td>\n<\/tr>\n
F11MM<\/a><\/td>\n Optimization<\/td>\n1<\/td>\n<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Optional Courses: Any 2 from<\/h2>\n\n\n\n\n\n\n\n\n
HW
\nCode<\/th>\n		Title<\/th>\nSemester<\/th>\nNotes<\/th>\n<\/tr>\n
F21AS<\/a><\/td>\n Advanced Software Engineering<\/td>\n 2<\/td>\n<\/td>\n<\/tr>\n
F79BI <\/a><\/td>\nBayesian Inference and Computational Methods<\/td>\n2<\/td>\n<\/td>\n<\/tr>\n
F71AP <\/a><\/td>\nAdvanced Derivative Pricing<\/td>\n2<\/td>\n<\/td>\n<\/tr>\n
F11ND<\/a><\/td>\nNumerical Analysis (PDEs)<\/td>\n2<\/td>\nCannot be taken with F71NT<\/td>\n<\/tr>\n
\n

F71NT<\/a><\/p>\n

F71TS<\/a><\/p>\n

C21FE<\/p>\n<\/td>\n

Numerical Techniques for PDEs<\/p>\n

Time Series<\/p>\n

Financial Econometrics<\/td>\n

2<\/td>\nTwo 7.5 credit courses should be taken to achieve full credits<\/td>\n<\/tr>\n<\/tbody>\n<\/table>\n

Composition: <\/strong>
\n8 taught courses (4 mandatory + 4 optional) plus a dissertation<\/p>\n

Awards, Credits & Level<\/strong>
\n180 SCQF Credits including a minimum of 150 SCQF credits at Level 11
\n120 SCQF Credits including a minimum of 90 SCQF credits at Level 11
\n60 SCQF Credits including a minimum of 40 SCQF credits at Level 11<\/p>\n","protected":false},"excerpt":{"rendered":"

MSc in Financial Mathematics jointly delivered by Heriot-Watt University and the University of Edinburgh.<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":76,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"page-templates\/maths.php","meta":{"footnotes":""},"tags":[185,186],"class_list":["post-2395","page","type-page","status-publish","hentry","tag-maths-pg-ed-programme","tag-maths-pg-programme"],"_links":{"self":[{"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/pages\/2395","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/comments?post=2395"}],"version-history":[{"count":0,"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/pages\/2395\/revisions"}],"up":[{"embeddable":true,"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/pages\/76"}],"wp:attachment":[{"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/media?parent=2395"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.macs.hw.ac.uk\/students-archive\/2016-17\/wp-json\/wp\/v2\/tags?post=2395"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}