Programme Director: Dr. Simon Malham
Programme Code: F1FM-QFM
For further information about course choices consult:
- Programme Structure and Progression Rules for your own degree programme.
- MSc Quantitative Finance and Mathematics Guide
_____________________________________________________________________________
Semester 1 Timetable Semester 2 Timetable
Mandatory Courses
| HW Code |
Title | Semester | Notes |
|---|---|---|---|
| F11MT | Modelling and Tools | 1 | |
| F71DV | Derivative Markets and Pricing | 1 | |
| F71SR | Research and Industry Topics | 2 | |
| F11HM | Masters Project | 3 |
Optional Courses: Any 2 from
| HW Code |
Title | Semester | Notes |
|---|---|---|---|
| F11FM | Functional Analysis | 1 | |
| F11MM | Optimization | 1 | |
| F21BC | Biologically Inspired Computation | 1 | Only one of F21DL or F21BC can be taken. |
| F21DL | Data Mining and Machine Learning | 1 | Only one of F21DL or F21BC can be taken. |
| F71QR | Quantitative Risk Analysis | 1 | |
| F71SM | Statistical Methods | 1 | |
| C31FM | Financial Markets | 1 |
Optional Courses: Any 3 from
| HW Code |
Title | Semester | Notes |
|---|---|---|---|
| F11DA | Data Assimilation with Applications to Climate Change Modelling | 2 | |
| F11ND | Numerical Analysis (PDEs) | 2 | Cannot be taken with F71NT |
| F11SS | Stochastic Simulation | 2 | |
| F71AP | Advanced Derivative Pricing | 2 | |
| F71AR | Applied Risk Management | 2 | |
| F71CM | Credit Risk Modelling | 2 | |
| F71PT | Portfolio Theory | 2 | |
| F79BI | Bayesian Inference and Computational Methods | 2 | |
| Numerical Techniques for PDEs
Time Series Financial Econometrics |
2 | Two 7.5 credit courses should be taken to achieve full credits |
Composition:
8 taught courses (3 mandatory + 5 optional) plus a dissertation
Awards, Credits & Level
180 SCQF Credits including a minimum of 150 SCQF credits at Level 11
120 SCQF Credits including a minimum of 90 SCQF credits at Level 11
60 SCQF Credits including a minimum of 40 SCQF credits at Level 11