2017/18 Undergraduate Programme Catalogue
Graduate Diploma in Financial and Actuarial Mathematics
Programme code: | GDP-FIN&AC | UCAS code: | |
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Duration: | 1 Year | Method of Attendance: | Full Time |
Programme manager: | Dr Georgios Aivaliotis | Contact address: | g.aivaliotis@leeds.ac.uk |
Total credits: 120
Entry requirements:
Undergraduate degree in mathematical, physical or social sciences (e.g. BSc in Mathematics, Engineering, Physics, Computer Science, Accounting, Management, Finance, Economics etc) with a significant mathematical component and a minimum of 2:2, or with a less significant mathematical component and a minimum of 2:1.
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
Relevant QAA Subject Benchmark Groups:
Mathematics, Statistics, Operational Research
Programme specification:
The programme aims to prepare students who wish to pursue postgraduate studies in the MSc in Financial Mathematics or MSc in Actuarial Finance. It will provide students with the required background knowledge of Probability and Statistics, Finance and Financial/Actuarial Mathematics in order to prepare for the above MSc programmes, or related employment.
Year1 - View timetable
[Learning Outcomes, Transferable (Key) Skills, Assessment]
Candidates will be required to study 120-125 credits from the following optional modules subject to conditions 1-4 below.
Optional modules:
LUBS2205 | Corporate Finance | 20 credits | Semesters 1 & 2 (Sep to Jun) | |
LUBS3620 | International Business Finance | 10 credits | Semester 1 (Sep to Jan) | |
MATH2515 | Financial Mathematics 2 | 10 credits | Semester 1 (Sep to Jan) | |
MATH2525 | Financial Mathematics 3 | 10 credits | Semester 2 (Jan to Jun) | |
MATH2600 | Numerical Analysis | 10 credits | Semester 2 (Jan to Jun) | |
MATH2601 | Numerical Analysis with Computation | 15 credits | Semester 2 (Jan to Jun) | |
MATH2640 | Introduction to Optimisation | 10 credits | Semester 1 (Sep to Jan) | |
MATH2715 | Statistical Methods | 10 credits | Semester 1 (Sep to Jan) | |
MATH2735 | Statistical Modelling | 10 credits | Semester 1 (Sep to Jan) | |
MATH2750 | Introduction to Markov Processes | 10 credits | Semester 2 (Jan to Jun) | |
MATH2775 | Survival Analysis | 10 credits | Semester 2 (Jan to Jun) | |
MATH2920 | Computational Mathematics | 10 credits | Semester 1 (Sep to Jan) | |
MATH3001 | Project in Mathematics | 20 credits | Semesters 1 & 2 (Sep to Jun) | |
MATH3414 | Analytic Solutions of Partial Differential Equations | 15 credits | Semester 1 (Sep to Jan) | |
MATH3474 | Numerical Methods | 10 credits | Semester 1 (Sep to Jan) | |
MATH3510 | Actuarial Mathematics 1 | 15 credits | Semester 1 (Sep to Jan) | |
MATH3520 | Actuarial Mathematics 2 | 15 credits | Semester 2 (Jan to Jun) | |
MATH3714 | Linear Regression and Robustness | 15 credits | Semester 1 (Sep to Jan) | |
MATH3733 | Stochastic Financial Modelling | 15 credits | Semester 2 (Jan to Jun) | |
MATH3772 | Multivariate Analysis | 10 credits | Semester 1 (Sep to Jan) | |
MATH3802 | Time Series | 10 credits | Semester 1 (Sep to Jan) | |
MATH3820 | Bayesian Statistics | 10 credits | Semester 1 (Sep to Jan) |
1. Students will have to enrol to MATH3733 and MATH3802 unless they have passed these modules at the University of Leeds (or equivalent modules elsewhere) with a satisfactory mark (50% or greater).
2. Students will be required to take at least 45 credits from optional MATH modules and no more than 40 credits from LUBS modules. At least 60 credits should be from level 3 modules.
3. The choice of optional modules will be subject to the approval of the programme director, who will assess the capability of the student to enrol in specific modules and liaise for this reason with the relevant module leader/lecturer.
4. The Programme Director, in conjunction with the Director of Student Education, may suggest more optional existing modules (not included in the above list) at his discretion according to the student's background.
To be eligible for the award, students need to pass at least 100 credits, including at least 60 credits at Level 3 and have an overall average of at least 4.0.
Students with satisfactory performance (typically a weighted average 60% or greater) will be eligible for a place on the MSc in Financial Mathematics/MSc in Actuarial Finance in the following academic year.
Last updated: 26/04/2017
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