To achieve an MSc degree students must complete modules to the value of 180 credits, including 90 credits of core taught modules, 30 credits chosen among the optional taught modules, and a 60-credit dissertation. 

Week -1

Induction

Term 1 (Autumn)

Core modules:
Advanced Regression Analysis (20 credits, taught module)
Mathematical Methods of Finance (20 credits, taught module)

Portfolio Theory and Risk Management (10 credits, taught module)

Optional modules:

C++ Programming with Applications in Finance (10 credits, taught module, continues into Term 2)

Bayesian Statistics (10 credits, taught module) 

Stochastic Processes (10 credits, taught module)  

Term 2 (Spring)

Core modules:
Financial Time Series (10 credits, taught module)
Stochastic Calculus and Black-Scholes Theory (20 credits, taught module)
Advanced Multivariate Analysis (10 credits, taught module)

Optional modules:
C++ Programming with Applications in Finance (continued from Term 1)
Survival Analysis (10 credits, taught module)

Numerical Methods for PDEs (10 credits, taught module)

Term 3 (Summer)

Core module:
Dissertation (60 credits, independent study module)