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2019/20 Taught Postgraduate Programme Catalogue

MSc Statistics with Applications to Finance

Programme code:MSC-STAT/FINUCAS 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:

MATH5320MDiscrete Time Finance15 creditsSemester 1
MATH5330MContinuous Time Finance15 creditsSemester 2
MATH5340MRisk Management15 creditsSemester 2
MATH5802MTime Series and Spectral Analysis15 creditsSemester 1
MATH5835MStatistical Computing15 creditsSemester 1
MATH5871MDissertation in Statistics60 credits1 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:

MATH3714Linear Regression and Robustness15 creditsSemester 1
MATH3723Statistical Theory15 creditsSemester 2
MATH3772Multivariate Analysis10 creditsSemester 1
MATH3820Bayesian Statistics10 creditsSemester 2
MATH3823Generalised Linear Models10 creditsSemester 2
MATH5325MModels in Actuarial Science15 creditsSemester 2
MATH5350MComputations in Finance15 creditsSemester 2
MATH5714MLinear Regression, Robustness and Smoothing20 creditsSemester 1
MATH5772MMultivariate and Cluster Analysis15 creditsSemester 1
MATH5820MBayesian Statistics and Causality15 creditsSemester 2
MATH5824MGeneralised Linear and Additive Models15 creditsSemester 2
MATH5825MIndependent Learning and Skills Project15 creditsSemester 2

Last updated: 30/04/2019

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