BSc Financial Mathematics

Dr Alistair Wallis

Programme Directors: Dr Alistair Wallis (Edinburgh)

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 PracticeC17PS Becoming a Professional
 Semester 1 (Optional) Semester 1 (Optional)
F17GC Mathematics in ContextF17SC Discrete Mathematics
F17LP Logic and ProofF17GA Problem Solving

Year 2

Semester 1 (Mandatory)Semester 2 (Mandatory)
F18CD Real AnalysisF18CE Real Analysis
F18CF Linear AlgebraF78AB Actuarial and Financial Mathematics
F78AP Algorithmic and Scientific ProgrammingF78PB Probability and Statistics B
F78PA Probability and Statistics AF78DS Data Science Life Cycle

* 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)
C29PE Economics for ProfessionalsF19NB Numerical Analysis B
F19MV Vector Analysis

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 CF70CC Climate Change and Sustainability
F10MF Functional AnalysisF79BI Bayesian Inference & Computational Methods
F70TS Time Series and Machine LearningF90AM Advanced Machine Learning
C30IB International Bond and Currency Markets