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2018/19 Undergraduate Programme Catalogue

Graduate Diploma in Financial and Actuarial Mathematics

Programme code:GDP-FIN&ACUCAS code:
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:

LUBS2205Corporate Finance20 creditsSemesters 1 & 2 (Sep to Jun)
LUBS3620International Business Finance10 creditsSemester 1 (Sep to Jan)
MATH2530Financial Mathematics 210 creditsSemester 1 (Sep to Jan)
MATH2540Financial Mathematics 310 creditsSemester 2 (Jan to Jun)
MATH2600Numerical Analysis10 creditsSemester 2 (Jan to Jun)
MATH2601Numerical Analysis with Computation15 creditsSemester 2 (Jan to Jun)
MATH2640Introduction to Optimisation10 creditsSemester 1 (Sep to Jan)
MATH2715Statistical Methods10 creditsSemester 1 (Sep to Jan)
MATH2735Statistical Modelling10 creditsSemester 1 (Sep to Jan)
MATH2750Introduction to Markov Processes10 creditsSemester 2 (Jan to Jun)
MATH2775Survival Analysis10 creditsSemester 2 (Jan to Jun)
MATH2920Computational Mathematics10 creditsSemester 1 (Sep to Jan)
MATH3001Project in Mathematics20 creditsSemesters 1 & 2 (Sep to Jun)
MATH3414Analytic Solutions of Partial Differential Equations15 creditsSemester 1 (Sep to Jan)
MATH3474Numerical Methods10 creditsSemester 1 (Sep to Jan)
MATH3510Actuarial Mathematics 115 creditsSemester 1 (Sep to Jan)
MATH3520Actuarial Mathematics 215 creditsSemester 2 (Jan to Jun)
MATH3714Linear Regression and Robustness15 creditsSemester 1 (Sep to Jan)
MATH3733Stochastic Financial Modelling15 creditsSemester 2 (Jan to Jun)
MATH3772Multivariate Analysis10 creditsSemester 1 (Sep to Jan)
MATH3802Time Series10 creditsSemester 1 (Sep to Jan)
MATH3820Bayesian Statistics10 creditsSemester 2 (Jan to Jun)

1. Students will have to enrol on 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 Manager, 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: 22/03/2018

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