2016/17 Taught Postgraduate Programme Catalogue
MSc Statistics with Applications to Finance
| Programme code: | MSC-STAT/FIN | UCAS code: | |
|---|---|---|---|
| Duration: | 12 Months | Method of Attendance: | Full Time |
| Programme manager: | Dr Arief Gusnanto | Contact address: | arief@maths.leeds.ac.uk |
Total credits: 180
Entry requirements:
BSc (or equivalent) in a subject containing a substantial mathematical and statistical component, usually at level 2.1 or above (or equivalent).
School/Unit responsible for the parenting of students and programme:
School of Mathematics
Examination board through which the programme will be considered:
School of Mathematics
Programme specification:
The programme will:
- provide a solid training in mainstream advanced statistical modelling with special focus on statistical finance
- expose students to modern developments in statistical finance
- reflect the research interests of the department in stochastic financial modelling.
At the end of the programme students should:
- be able to embark on a programme of research as a research student
- be able to undertake data analysis for a variety of statistical problems with special focus on financial data
- have learned key programming skills, both in data analysis and mathematical typesetting
- be equipped as a financial statistician for a range of careers in industry, commerce and the public sector
- have learned to express mathematical concepts and statistical analysis in both written and verbal form.
Year1 - View timetable
[Learning Outcomes, Transferable (Key) Skills, Assessment]
Candidates must enrol on exactly 180 or 185 credits overall, with at least 135 credits at level 5M.
Compulsory modules:
Candidates will be required to study the following compulsory modules:
| MATH3733 | Stochastic Financial Modelling | 15 credits | Semester 1 (Sep to Jan) | |
| MATH5320M | Discrete Time Finance | 15 credits | Semester 1 (Sep to Jan) | |
| MATH5330M | Continuous Time Finance | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5340M | Risk Management | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5802M | Time Series and Spectral Analysis | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5835M | Statistical Computing | 15 credits | Semester 1 (Sep to Jan) | |
| MATH5871M | Dissertation in Statistics | 60 credits | 1 Jun to 30 Sep |
To be awarded the degree of MSc, students will be required to pass at least three of the compulsory modules MATH3733, MATH5320M, MATH5330M, MATH5340M.
Optional modules:
Candidates will be required to study 30 to 35 credits from the following optional modules:
| MATH3714 | Linear Regression and Robustness | 15 credits | Semester 1 (Sep to Jan) | |
| MATH3723 | Statistical Theory | 15 credits | Semester 2 (Jan to Jun) | |
| MATH3772 | Multivariate Analysis | 10 credits | Semester 1 (Sep to Jan) | |
| MATH3820 | Bayesian Statistics | 10 credits | Semester 1 (Sep to Jan) | |
| MATH3823 | Generalised Linear Models | 10 credits | Semester 2 (Jan to Jun) | |
| MATH3880 | Introduction to Statistics and DNA | 10 credits | Semester 2 (Jan to Jun) | |
| MATH5325M | Models in Actuarial Science | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5350M | Computations in Finance | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5714M | Linear Regression and Robustness and Smoothing | 20 credits | Semester 1 (Sep to Jan) | |
| MATH5772M | Multivariate and Cluster Analysis | 15 credits | Semester 1 (Sep to Jan) | |
| MATH5820M | Bayesian Statistics and Causality | 15 credits | Semester 1 (Sep to Jan) | |
| MATH5824M | Generalised Linear and Additive Models | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5825M | Independent Learning and Skills Project | 15 credits | Semester 2 (Jan to Jun) | |
| MATH5880M | Statistics and DNA | 15 credits | Semester 2 (Jan to Jun) |
Last updated: 16/09/2016
Browse Other Catalogues
- Undergraduate module catalogue
- Taught Postgraduate module catalogue
- Undergraduate programme catalogue
- Taught Postgraduate programme catalogue
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