BSc Financial Mathematics

Programme Code: F771-FIM

For further information about course choices consult:


Year 1

Semester 1 (Mandatory)Semester 2 (Mandatory)
F17CA Calculus AF17CB Calculus B
F17CC Introduction to University MathematicsF77SB Elements of Probability
F77SA Topics in Statistical PracticeF77PD  Professional Development Planning
 Semester 1 (Optional) Semester 1 (Optional)
 C27IE Introductory Economics C37FF Finance and Financial Reporting

Year 2

Semester 1 (Mandatory)Semester 2 (Mandatory)
F18CD Multivariable Calculus & Real Analysis AF18CE Multivariable Calculus & Real Analysis B
F18CF Linear AlgebraF78AB Actuarial and Financial Mathematics B
F78AA Actuarial and Financial Mathematics A (7.5 Credits)F78PB Probability and Statistics B
F78AP Algorithmic and Scientific Programming (7.5 Credits)Semester 2 (Optional)
F78PA Probability and Statistics AF18NA Numerical Analysis A
C37FF Finance and Financial Reporting *

* Only for Direct Entrants To Stage 2


Year 3

8 courses: 6 mandatory 2 optional

Semester 1 (Mandatory)Semester 2 (Mandatory)
F79SP Stochastic ProcessesF79MB Statistical Models B (Project Course)
F79MA Statistical Models A (Project Course)F79DF Derivative Markets and Discrete-time Finance
F79PA Portfolio Theory and Asset ModelsF19MO Ordinary Differential Equations
Semester 1 (Optional – choose 1)Semester 2 (Optional – choose 1)
C27IE Introductory EconomicsF79BI Bayesian Inference and Computational Methods
F19MV Vector AnalysisF19NB Numerical Analysis B

Year 4

                                                       

8 courses: 2 mandatory 6 optional

Semester 1 (Mandatory)Semester 2 (Mandatory)
F70CF Continuous-time FinanceF70DP Advanced Derivative Pricing
Semester 1 (Optional – Choose 3)Semester 2 (Optional – Choose 3)
F79PS Further Statistical MethodsF70RT Risk Theory
F10MM OptimisationF10ND Numerical Analysis D
F10NC Numerical Analysis CF70TS Time Series
F10MF Functional AnalysisF79BI Bayesian Inference and Computational Methods
C39SM International Bond and Currency MarketsF70SP Stochastic Networks
F20ML Statistical Machine Learning