BSc Financial Mathematics

Programme Code: F771-FIM

For further information about course choices consult:


Year 1

Year 1 Year Co-ordinator: Dr James R Cruise

 

Semester 1 Timetable                                                            Semester 2 Timetable

Semester 1 (Mandatory) Semester 2 (Mandatory)
F17CA Calculus A F17CB Calculus B
F17CC Introduction to University Mathematics F77SB Introduction to Statistical Science B
F77SA Introduction to Statistical Science A F77PD  Professional Development Planning
 Semester 1 (Optional)  Semester 1 (Optional)
 C27IE Introductory Economics  C37FF Finance and Financial Reporting

Year 2

Year 2 Year Co-ordinator: Andrea Sneddon

 

Semester 1 Timetable                                         Semester 2 Timetable

Semester 1 (Mandatory) Semester 2 (Mandatory)
F18CD Multivariable Calculus & Real Analysis A F18CE Multivariable Calculus & Real Analysis B
F18CF Linear Algebra F78AB Actuarial and Financial Mathematics B
F78AA Actuarial and Financial Mathematics A F78PB Probability and Statistics B
F78PA Probability and Statistics A
  Semester 2 (Optional)
F18NA Numerical Analysis A
C37FF Finance and Financial Reporting *

* Only for Direct Entrants To Stage 2


 

Year 3

Year 3 Year Co-ordinator: Dr Torsten Kleinow

Semester 1 Timetable                                                                          Semester 2 Timetable

 

8 courses: 6 mandatory 2 optional

Semester 1 (Mandatory) Semester 2 (Mandatory)
F79SP Stochastic Processes F79MB Statistical Models B (Project Course)
F79MA Statistical Models A (Project Course) F79DF Derivative Markets and Discrete-time Finance
F79PA Portfolio Theory and Asset Models F19MO Ordinary Differential Equations
Semester 1 (Optional – choose 1) Semester 2 (Optional – choose 1)
C27OA Introductory Economics F79BI Bayesian Inference and Computational Methods
F19MV Vector Analysis F19NB Numerical Analysis B

Year 4

Year 4 Year Co-ordinator: John Phillips

Semester 1 Timetable                                                          Semester 2 Timetable

 

8 courses: 2 mandatory 6 optional

Semester 1 (Mandatory) Semester 2 (Mandatory)
F70CF Continuous-time Finance F70DP Advanced Derivative Pricing
Semester 1 (Optional – Choose 3) Semester 2 (Optional – Choose 3)
F79PS Statistics for Social Science F70RT Risk Theory
F10MM Optimisation F10ND Numerical Analysis D
F10NC Numerical Analysis C F70TS Time Series
F10MF Functional Analysis F71CM Credit Risk Modelling
C39SM International Bond and Currency Markets F79BI Bayesian Inference and Computational Methods
F20ML Statistical Machine Learning