BSc Financial Mathematics

Programme Code: F771-FIM

For further information about course choices consult:

Year 1

Year Co-ordinator(s):
Prof Jennie Hansen (Edinburgh)

Jennie Hansen

Semester 1 Timetable

Semester 2 Timetable

Semester 1 (Mandatory)Semester 2 (Mandatory)
F17CA Calculus AF17CB Calculus B
F17CC Introduction to University MathematicsF77SB Introduction to Statistical Science B
F77SA Introduction to Statistical Science AF77PD  Professional Development Planning
 Semester 1 (Optional) Semester 1 (Optional)
 C27IE Introductory Economics C37FF Finance and Financial Reporting

Year 2

Year Co-ordinator(s):
Dr Ian Sharpe (Edinburgh)

Ian Sharpe

Semester 1 Timetable

Semester 2 Timetable

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

Year Co-ordinator(s):
Prof George Streftaris  (Edinburgh)

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Semester 1 Timetable 

Semester 2 Timetable

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)
C27OA Introductory EconomicsF79BI Bayesian Inference and Computational Methods
F19MV Vector AnalysisF19NB Numerical Analysis B

Year 4

Year Co-ordinator(s):
John Phillips (Edinburgh)

John Phillips

Semester 1 Timetable                                                         

Semester 2 Timetable

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 Statistics for Social ScienceF70RT Risk Theory
F10MM OptimisationF10ND Numerical Analysis D
F10NC Numerical Analysis CF70TS Time Series
F10MF Functional AnalysisF71CM Credit Risk Modelling
C39SM International Bond and Currency MarketsF79BI Bayesian Inference and Computational Methods
F20ML Statistical Machine Learning