伦敦大学学院-金融数学硕士

MSc Financial Mathematics

Full time 1 Year

Mathematics

UCL Department of Mathematics

ETS: 180 credits

Programme Overview

The financial services industry place great emphasis on raising the level of mathematics used in banks in applications to pricing, hedging and risk management. This MSc provides students with the skills necessary in mathematics, statistics and computation for a career in this fast-developing field.

金融服务业非常重视提高银行在定价、对冲和风险管理中应用的数学水平。这个硕士学位为学生提供了必要的技能，数学，统计和计算在这个快速发展的金融领域的职业生涯。

Programme Structure

Compulsory module 必修课程

Statistical Methods and Data Analytics

Finance and Numerics

Market Risk and Portfolio Theory

Asset Pricing in Continuous Time

MSc Project

Optional modules 选修课程

Four modules must be chosen from the following list.

Interest Rates and Credit Modelling

Topics in Financial and Insurance Mathematics

Stochastic Processes

Mathematics and Statistics of Algorithmic Trading

Applied Computational Finance

Quantitative Modelling of Operational Risk and Insurance Analytics

Forecasting

Dissertation/report 论文/报告

All MSc students undertake an independent research project, which culminates in a research report of approximately 10,000 words.

Academic Requirements

A minimum of an upper second-class Bachelor's degree in a relevant discipline from a UK university or an overseas qualification of an equivalent standard.

英国大学相关专业二等一以上学士学位或同等学历的海外资格。

English Language Requirements

The English language level for this programme is: Standard

IELTS

TOFEL

Fees and cost

Tuition fees per year 2019/20

UK/EU：£26,110 full-time

International: £30,140 full-time