Your programme will be delivered across two academic years; you will be expected to attend two modules per semester each year. The programme is organised (as below) that you will complete four core modules in year one, followed by one core and three elective modules in year two. In addition, you will begin research for the MSc dissertation thesis in the summer of your first year but the predominance of the work will be undertaken during the summer of your second year. Our modules are normally follow a teaching pattern of a two hour lecture and a one hour of tutorial. As teaching is generally during the day students are advised to contact the Programme Director to get an idea of when teaching hours are likely to take place so they are able to make the necessary arrangements to study. Timetables are usually finalised in September, but you may be able to gain an expectation of what will be required.
Taught programme structure:
|Module Title||Semester/Year Delivered||Module Type|
|Foundations of Mathematical Modelling in Finance||1/A||Core|
|Investments OR Investment Management||1/A||Core|
|Stochastic Calculus and Black Scholes Theory||1/B||Core|
|Computational Methods in Finance||2/A||Core|
|Econometrics A OR Time Series Analysis||2/A||Elective|
|Advanced Computing in Finance OR Portfolio Theory & Risk Management||2/B||Elective|
|Alternative Investments OR Financial Econometrics OR Topics in Actuarial Finance and Insurance OR Topics in Applied Finance OR Valuation and Private Equity||2/B||Elective|
For details of module content please see the Programme Overview and Modules page.