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University of York - MSc Mathematical Finance

Discuss In Forums || Updated Oct 2009


University of York - MSc Mathematical Finance
York, United Kingdom
Program Contacts: This e-mail address is being protected from spambots. You need JavaScript enabled to view it , This e-mail address is being protected from spambots. You need JavaScript enabled to view it


The Summary:


This is an exciting and intensive one-year taught postgraduate programme. Our team of dedicated lecturers and support staff help to keep the course one of our most popular. In 2007/08 the class consisted of 43 students from 14 different countries.

The department, the University as a whole and the historic City of York provide a uniquely attractive environment in which to live and study.

 

The course began at York in October 2005, having formerly been offered by the University of Hull. The course is delivered by an experienced team and it has recently seen the addition of two new modules: Modelling of Bonds, Term Structure and Interest Rate Derivatives and C++ with Applications in Finance. You will also receive Transferable and Generic Skills training, along with the option of choosing various modules to add to the variety of the programme.

 

Course Structure:


MSc students complete modules to the value of 180 credits, including 70 credits from core taught modules, 20 credits from optional taught modules and 90 credits from dissertation.

 

Diploma students complete modules to the value of 120 credits, including 70 credits from core taught modules, 20 credits from optional taught modules and 30 credits from a project.

 

Week -1
Transferable and Generic Skills (optional no-credit bearing module)

 

Term 1 (Autumn)
Mathematical Methods of Finance (10 credits, core taught module)
Discrete Time Modelling and Derivative Securities (20 credits, core taught module)
Portfolio Theory and Risk Management (10 credits, optional taught module)
C++ Programming with Applications in Finance (10 credits, optional taught module, continues into Term 2)
Stochastic Calculus (10 credits, optional taught module)

 

Term 2 (Spring)
Stochastic Calculus and Black-Scholes Theory (20 credits, core taught module)
Modelling of Bonds, Term Structure, and Interest Rate Derivatives (20 credits, core taught module)
Numerical Methods of Partial Differential Equations (10 credits, optional taught module)
Stochastic Processes (10 credits, optional taught module)
Financial Engineering (10 credits, optional taught module owned by the Economics Department)

C++ Programming with Applications in Finance (continued from Term 1)

Term 3 (Summer)
Mathematical Finance Dissertation (90 credits; core module for MSc students)
Mathematical Finance Project (30 credits; core module for Diploma students)
Statistical Computing (10 credits, optional taught module)

 

Global Derivatives View:


To be compiled.

 

Key Stats:


Acceptance Rate:
Annual Intake: 43
Application Deadline:
Average Age at Entry:
Average Years of Work Experience of Class:
Average Annual Compensation upon graduation:
Dissertation/Thesis: Yes
Duration of Program: 12 months
Entry Requirements:
--- An upper-second class or first class undergraduate (BSc) degree or equivalent in a mathematically based discipline such as Chemistry, Computer Science, Engineering, Mathematics, Physics or Statistics, but candidates with a sufficiently good mathematical background from other areas such as Biology, Economics or Finance will also be considered.
GMAT: Average -
GPA: Average -
GRE: Average -
International Students:
Male-Female:
Placement Rate:
Required Courses for Completion: 180 credits
Student-Teacher Ratio:
Tuition (2009-10): £15,771 (non-EU) students, £8,890 for home (UK and EU) students (Full Time)

 

Additional Information:

 

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