Programme Director: Fraser Daly
Programme Code: F717-FIM
For further information about course choices consult:
Introductions to mathematical finance
– “Financial Calculus: An Introduction to derivative pricing” by Martin Baxter & Andrew Rennie (Cambridge University Press)
– “Stochastic Financial Models” by Douglas Kennedy (CRC Press)
– “Introduction to Stochastic Calculus Applied to Finance” (second edition) by Damien Lamberton & Bernard Lapeyre (CRC Press)
Background reading for the theory of stochastic processes
– “Probability and Random Processes” (third edition) by Geoffrey Grimmett and David Stirzaker (Oxford University Press)
Semester 1 UoE Timetable
Semester 2 UoE Timetable
F71FD MSc Dissertation (60 Credits)
Students should choose courses that are worth a total of between 22.5 and 30 credits.
* Note: Only one of Statistical Methods and Statistical Inference can be selected.