2020/21 Taught Postgraduate Programme Catalogue
MSc Statistics with Applications to Finance (January Start)
| 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 | 1 Jan to 31 May | |
| MATH5330M | Continuous Time Finance | 15 credits | 1 May to 30 Sep | |
| MATH5340M | Risk Management | 15 credits | 1 May to 30 Sep | |
| MATH5802M | Time Series and Spectral Analysis | 15 credits | 1 Jan to 31 May, 1 May to 30 Sep | |
| MATH5871M | Dissertation in Statistics | 60 credits | 1 Aug to 31 Oct, 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 60 to 65 credits from the following optional modules:
| MATH3092 | Mixed Models | 10 credits | Semester 2 (Jan to Jun), 1 Jan to 31 May | |
| MATH3820 | Bayesian Statistics | 10 credits | Not running in 202021 | |
| MATH3823 | Generalised Linear Models | 10 credits | 1 Jan to 31 May | |
| MATH5092M | Mixed Models with Medical Applications | 15 credits | 1 Jan to 31 May | |
| MATH5306M | Introduction to Programming | credits | ||
| MATH5325M | Models in Actuarial Science | 15 credits | Not running in 202021 | |
| MATH5350M | Computations in Finance | 15 credits | 1 May to 30 Sep | |
| MATH5714M | Linear Regression, Robustness and Smoothing | 20 credits | Semester 1 (Sep to Jan), 1 May to 30 Sep | |
| MATH5772M | Multivariate and Cluster Analysis | 15 credits | 1 May to 30 Sep, Semester 1 (Sep to Jan) | |
| MATH5820M | Bayesian Statistics and Causality | 15 credits | Not running in 202021 | |
| MATH5824M | Generalised Linear and Additive Models | 15 credits | 1 Jan to 31 May | |
| MATH5825M | Independent Learning and Skills Project | 15 credits | 1 Jan to 31 May, 1 May to 30 Sep | |
| MATH5835M | Statistical Computing | 15 credits | Semester 1 (Sep to Jan), 1 May to 30 Sep |
Last updated: 24/05/2021 09:54:00
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- Undergraduate module catalogue
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- Taught Postgraduate programme catalogue
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