爱丁堡大学金融建模与优化专业
This programme involves two taught semesters of compulsory and option courses, followed by a dissertation project. You must obtain a total of 180 credits to be awarded the MSc. Over semesters 1 and 2, you will take a number of compulsory courses and optional courses. 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, possibly with one of our industry partners, for the award of the MSc degree.
Compulsory courses
Compulsory courses have previously included:
- Discrete-Time Finance (10 credits, S1)
- Stochastic Analysis in Finance (20 credits, S1)
- Fundamentals of Optimization (10 credits, S1)
- Research Skills for Financial Mathematics (10 credits, S2)
- Risk-Neutral Asset Pricing (10 credits, S2)
- Numerical Probability and Monte Carlo (10 points, S2)
- Optimization Methods in Finance (10 credits, S2)
Optional courses
Optional courses have previously included:
- Fundamentals of Operational Research (10 credits, S1)
- Stochastic Modelling (10 credits, S1)
- Finance, Risk and Uncertainty (10 credits, S1)
- Python Programming (10 credits, S1)
- Algorithmic Game Theory and its Applications (10 credits, S2)
- Time Series (10 credits, S2)
- Financial Risk Theory (10 credits, S2)
- Large Scale Optimization for Data Science (10 credits, S2)
- Credit Scoring (10 credits, S2)
- Stochastic Control and Dynamic Asset Allocation (10 credits, S2)
- Machine Learning in Python (10 credits, S2)
- Numerical Partial Differential Equations (10 credits, S2)
*(Revised 19 February 2021 to update list of past option and compulsory courses.)