MSc Quantitative Finance and Mathematics

Prof Johnathan Sherratt

Programme Director: Prof Johnathan Sherratt

For further information about course choices consult:

Programme Code – F1FM-QFM

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Programme Structure

Semester 1 (Mandatory)Semester 2 (Mandatory)
F11MT Modelling and Tools F11DA Data Assimilation
F71DV Derivative Markets and Pricing Semester 2 (Optional Choose 3)
Semester 1 (Optional Choose 2)F11ND Numerical Analysis (PDEs)
F11FM Functional AnalysisF11SS Stochastic Simulation
F11MM  Optimization F71AP Advanced Derivative Pricing
F21ML Statistical Machine LearningF71AR Applied Risk Management
F71QR Quantitative Risk Analysis F71CM Credit Risk Modelling
F71SM Statistical MethodsF71DA Data Analytics and Time Series Analysis
C31FM Financial MarketsF71PT 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