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Programme Structure

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. 

Students who successfully complete 60 credits of taught modules may be eligible for the award of a Postgraduate Certificate.

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)
Discrete Time Modelling and Derivative Securities (10 credits, taught module)
Stochastic Processes (M Level) (10 credits, taught module)

Bayesian Statistics (20 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:
Survival Analysis (M Level) (10 credits, taught module) 
Statistics for Insurance (10 credits, taught module)
Computational Finance (10 credits, taught module) (new for 2015 entry)

Statistical Modelling and Practical Data Analysis with R (10 credits, taught module) (new for 2015 entry)

C++ Programming with Applications in Finance (10 credits, taught module, continued from Term 1)

*This module is an H-level (3rd year) modules which MSc students may take, provided they have not previously taken them as part of their undergraduate degree.  However, intending students should be aware that these modules will only receive a Pass/Fail grade on a student's transcript and the numerical mark obtained will not be taken into account when the student's weighted average mark is calculated. 



Term 3 (Summer)


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

Students who have previously completed an undergraduate degree in the Department of Mathematics at the University of York should be aware that, if they have previously taken modules which contain the same content as those in the MSc programme in Statistics & Computational Finance, they may be required to take alternative modules as part of their MSc programme.

Edited 2 Mar 2015 - 16:29 by njp503

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