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Postgraduate

MSc Financial Mathematics

Programme Director: Professor Teemu Pennanen

Exam Board ChairProfessor Markus Riedle

You must take eight lecture modules assessed by written examinations and also undertake a written project of approximately 10,000 words on a subject of your choice.

Full-time students will normally be expected to take four modules in each semester and must complete the project by September.

Part-time students will normally be expected to take four modules in each year, and must complete the project by September of their final year.

 

Core module (must be taken and passed):

7CCMFM50 MSc project, 60 credits

First Semester

Recommended

7CCMFM00 Mathematical Analysis for Financial Maths

 

Compulsory modules (must be taken):

7CCMFM01T Probability Theory, 15 credits

7CCMFM02 Risk-Neutral Valuation, 15 credits

7CCMFM04 Stochastic Analysis, 15 credits

 

Optional Modules:

7CCMFM03 Financial Markets, 15 credits

7CCMFM05 Statistics in Finance, 15 credits

Second Semester

Compulsory modules (must be taken):

7CCMFM07 Interest Rates and Credit Risk, 15 credits

 

Optional Modules:

7CCMFM06 Numerical and Computational Methods in Finance, 15 credits

7CCMFM12 Incomplete Markets, 15 credits

7CCMFM13 C++ for Financial Mathematics, 15 credits 

7CCMFM14 Exotic Derivatives

 

Additional Module Options

A maximum of two modules can be taken from the list of modules approved for the MSc Mathematics programme (designated 7CCMMS… or 7CCMCS…)

You may be allowed to take MSc modules, with a value of up to 30 credits, at another University of London college provided that these modules have been approved by the Programme Director.

 

Progression Requirements:

In order to progress to the project students must have: 

  • At least 90 credits passed
  • No more than 30 credits in the condonable range
  • An average of at least 50%
  • Normally no mark below 40

 

Part-time students must pass at least 45 credits to progress to the second year of study.  Students who fail one or more examinations in their first year of study will be permitted to proceed to their second year of study only at the discretion of the Board of Examiners.

 


 

23 January 2019

 

 

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