爱丁堡大学计算数学金融专业
You must obtain a total of 180 credits to be awarded the MSc. Over semesters 1 and 2, you will take compulsory courses worth a total of 85 credits and optional courses worth a further 35 credits. Successful performance in these courses (assessed through coursework or examinations or both) allows you to start work on a three-month dissertation project, worth 60 credits, for the award of the MSc degree.
There are three streams: the Financial stream, the Computational stream and the Machine Learning stream*. Each stream features different sets of compulsory and optional courses.
Compulsory courses (for all streams) have previously included:
- Stochastic Analysis in Finance (20 credits, S1)
- Discrete-Time Finance (10 credits, S1)
- Python Programming (10 credits, S1)
- Numerical Probability and Monte Carlo (10 points, S2)
- Risk-Neutral Asset Pricing (10 credits, S2)
- Stochastic Control and Dynamic Asset allocation (10 credits, S2)
- Research Skills for Financial Mathematics (10 credits, S2)
Financial stream compulsory courses have previously included:
- Financial Risk Theory (10 credits, S2)
- Optimization Methods in Finance (10 credits, S2)
Computational stream compulsory courses have previously included:
- Time Series (10 credits, S2)
- Numerical Partial Differential Equations (10 credits, S2)
Machine Learning stream compulsory courses have previously included:
- Machine Learning in Python (10 credits, S2)
Optional courses have previously included:
- Blockchains and Distributed Ledgers (10 credits, S1)
- Programming Skills (10 credits, S1)
- Finance, Risk and Uncertainty (10 credits, S1)
- Bayesian Theory (10 credits, S1)
- Reinforcement Learning (10 credits, S2)
- Algorithmic Game Theory and its Applications (10 credits, S2)
- Financial Risk Theory (10 credits, S2)
- Credit Scoring (10 credits, S2)
- Optimization Methods in Finance (10 credits, S2)
- Bayesian Data Analysis (10 credits, S2)
- Integer and Combinatorial Optimization (10 credits, S2)
- Time Series (10 credits, S2)
- Numerical Partial Differential Equations (10 credits, S2)