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英国留学—爱丁堡大学—计算机金融数学

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2018-12-03 18:23 来源:新东方前途出国留学


摘要: The MSc in Computational Mathematical Finance (CMF) is a dynamic new programme with the aim to deliver high quality training in the theory of Mathematical Finance with strong emphasis on computational methods. Currently graduates in this fi
  The MSc in Computational Mathematical Finance (CMF) is a dynamic new programme with the aim to deliver high quality training in the theory of Mathematical Finance with strong emphasis on computational methods.
  Currently graduates in this field are expected to have a working knowledge of advanced computational finance (including construction of algorithms and programming skills) as well as a sound knowledge of the theory of Probability and Stochastic Analysis. These are the core theories needed in the modern valuation of complex financial instruments.
  This MSc programme delivers:
  a flexible programme of study relevant to the needs of employers such as: top investment banks, hedge funds and asset management firms
  a solid knowledge in financial derivative pricing, risk management and portfolio management
  the transferable computational skills required by the modern quantitative finance world
  Programme structure
  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 two streams: the Financial stream and the Computational stream.
  Compulsory courses (both streams):
  Stochastic Analysis in Finance (20 credits, semester 1)
  Discrete-Time Finance (10 credits, semester 1)
  Finance, Risk and Uncertainty (10 credits, semester 1)
  Object-Oriented Programming with Applications (10 credits, semester 1)
  Risk-Neutral Asset Pricing (10 credits, semester 2)
  Stochastic Control and Dynamic Asset allocation (10 credits, semester 2)
  Monte Carlo Methods (5 credits, semester 2)
  Research-Linked Topics (10 credits, semesters 1 and 2)
  Optional courses - Computational stream:
  Numerical Methods for Stochastic Differential Equations [compulsory] (5 credits, semester 2)
  Numerical Partial Differential Equations [compulsory] (10 credits, semester 2)
  Programming Skills - HPC MSc (10 credits, semester 1)
  Parallel Numerical Algorithms - HPC MSc (10 credits, semester 1)
  Optional courses - Financial stream:
  Financial Risk Theory [compulsory] (10 credits, semester 2)
  Optimization Methods in Finance [compulsory] (10 credits, semester 2)
  Advanced Time Series Econometrics (10 credits, semester 2)
  Credit Scoring (10 credits, semester 2)
  Computing for Operational Research and Finance (10 credits, semester 1)
  Financial Risk Management (10 credits, semester 2)
  Stochastic Optimization (5 credits, semester 2)
  Entry requirements
  A UK 2:1 degree, or its international equivalent, in mathematics or a mathematical subject such as statistics, physics or engineering. You must also have relevant programming experience.
  International qualifications
  Check whether your international qualifications meet our general entry requirements:
  Entry requirements by country
  English language requirements
  All applicants must have one of the following qualifications as evidence of their English language ability:
  an undergraduate or masters degree, that was taught and assessed in English in a majority English speaking country as defined by UK Visas and Immigration
  UKVI list of majority English speaking countries
  IELTS Academic: total 6.5 with at least 6.0 in each component
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