英国硕士金融数学专业(1)
专业名称:MSc in Mathematical and Computational Finance
院系:Mathematical Institute
开课日期:September
学术要求:
学位级别的资格
作为最低要求,申请人应持有或预计将获得与以下英国资格相当的资格:
具有数学或相关学科荣誉的一等或二等高等本科学位。
申请人应具有概率、统计学、常微分方程和偏微分方程、线性代数和分析方面的背景。他们必须通过他们在面试中的表现来证明他们对数学的才能和知识,特别是在实分析领域。拥有非纯数学本科学位的申请人仍需要证明他们有足够的知识在课程中表现出色。
GRE 普通考试成绩
不寻求研究生入学考试 (GRE) 或 GMAT 成绩。
语言要求:
雅思成绩
最低分数:7.5
每个模块的最低要求:7.0
学费:36,370英镑
课程设置:
You will take four introductory courses in the first week. The introductory courses cover partial differential equations, probability and statistics, financial markets and instruments, and Python.
The first term focuses on compulsory core material, offering 64 hours of lectures and 24 hours of classes, plus one compulsory computing course offering 16 hours of lectures.
Core courses
l Stochastic Calculus (16 lectures, and 4 classes of 1.5 hours each)
l Financial Derivatives (16 lectures, and 4 classes of 1.5 hours each)
l Numerical Methods (16 lectures, and 4 classes of 1.5 hours each)
l Statistics and Financial Data Analysis (16 lectures, and 4 classes of 1.5 hours each)
Computing course
l Financial computing with C++ I (16 hours of lectures, plus 2 hours of lectures per week over weeks 1-9)
The second term will be a combination of core material, offering 48 hours of lectures (18 hours of classes) and 48 hours of electives (students will choose four electives).
Core courses
l Deep Learning (16 lectures, and 4 classes of 1.5 hours each)
l Quantitative Risk Management (8 lectures, and 2 classes of 1.5 hours each)
l Stochastic Control (8 lectures, and 2 classes of 1.5 hours each)
l Fixed Income (16 lectures, and 4 classes of 1.5 hours each)
Elective courses
l Stochastic Volatility (8 lectures, and 2 classes of 1.5 hours each)
l Advanced Monte Carlo Methods (8 lectures, and 2 classes of 1.5 hours each)
l Advanced Numerical Methods (8 lectures, and 2 classes of 1.5 hours each)
l Asset Pricing (8 lectures, and 2 classes of 1.5 hours each)
l Market Microstructure and Algorithmic Trading (8 lectures, and 2 classes of 1.5 hours each)
l Optimisation (8 lectures, and 2 classes of 1.5 hours each)
Computing course
l Financial computing with C++ II (24 hours of lectures and classes)
The third term is mainly dedicated to a dissertation project which is to be written on a topic chosen in consultation with your supervisor. This may be prepared in conjunction with an industry internship.
就业前景:
硕士毕业生已被著名的投资银行和对冲基金招聘。许多过去的学生也已在欧洲和其他地方的一流大学攻读博士学位。