MSc Quantitative Finance and Mathematics

Programme Director:  Dr Dominic Breit

Programme Code: F1FM-QFM

For further information about course choices consult:

• Programme Structure and Progression Rules
• MSc Quantitative Finance and Mathematics Guide

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Semester 1 Timetable                                         Semester 2 Timetable

Programme Structure

Semester 1 (Mandatory)	Semester 2 (Mandatory)
F11MT Modelling and Tools	F71SR Research and Industry Topics
F71DV Derivative Markets and Pricing
Semester 1 (Optional Choose 2)	Semester 2 (Optional Choose 3)
F11FM Functional Analysis	F11ND Numerical Analysis (PDEs)
F11MM  Optimization	F11SS Stochastic Simulation
F21ML Statisical Machine Learning	F71AP Advanced Derivative Pricing
F71QR Quantitative Risk Analysis	F71AR Applied Risk Management
F71SM Statistical Methods	F71CM Credit Risk Modelling
C31FM Financial Markets	F71DA Data Analytics and Time Series Analysis
	F71PT Portfolio Theory
	F79BI Bayesian Inference and Computational Methods

Semester 3:
F11HM Masters Project 

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