2018/19 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.
Students will be awarded the PGCert if they exit with 60 credits (including 45 at Level 5M), or the PGDip if they exit with 90 credits (including 75 at Level 5M).
Compulsory modules:
Candidates will be required to study the following compulsory modules:
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 1 (Sep to Jan) | |
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 two of the compulsory modules MATH5320M, MATH5330M, MATH5340M.
Optional modules:
Candidates will be required to study 45 to 50 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 2 (Jan to Jun) | |
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, 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 2 (Jan to Jun) | |
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: 22/03/2018
Browse Other Catalogues
- Undergraduate module catalogue
- Taught Postgraduate module catalogue
- Undergraduate programme catalogue
- Taught Postgraduate programme catalogue
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