金融数学硕士

部分高级预备学Part A. Advanced preparatory studies

• Random processes in the sciences and engineering

  MTH3241

  6
• Statistics of stochastic processes

  MTH3260

  6
• 金融数学Financial mathematics

  MTH3251

  6

附加预备学Additional preparatory studies

• Metric spaces, Banach spaces, Hilbert spaces

  MTH3160

  6
• 金融计量经济学Financial econometrics

  ETC3460

  6
• Computational linear algebra

  MTH3320

  6
• 原理计量经济学Principles of econometrics

  ETC3400

  6
• 应用保险方法Applied insurance methods

  ETC3420

  6
• 优化与运营研究Optimisation and operations research

  MTH3330

  6
• 不动产分析Real analysis

  MTH3140

  6
• Time series and random processes in linear systems

  MTH3230

  6

部分C.专业实践Part C. Professional practice

• 辅修产业研究项目Minor industry research project

  MTH5820

  12
• 辅修产业实习Minor industry placement

  MTH5840

  12
• 产业研究项目Industry research project

  MTH5810

  24
• 产业实习Industry placement

  MTH5830

  24

部分B.学科学Part B. Discipline studies

• 定量风险管理Quantitative risk management

  MTH5510

  6
• Stochastic calculus and mathematical finance

  MTH5210

  6

选修Specified elective studies

• 计算方法金融Computational methods in finance

  MTH5530

  6
• Quantitative trading and market microstructure

  MTH5550

  6
• Interest rate modelling

  MTH5520

  6
• Partial differential equations for finance

  MTH5560

  6

选修Discipline elective studies

• Markov chains and random walks

  MTH5230

  6
• 统计学习金融Statistical learning in finance

  MTH5540

  6
• Understanding megatrends: The big forces shaping your future

  BEX5260

  6
• The theory of martingales in discrete time

  MTH5220

  6
• 基础投资战略Fundamentals of investment strategy

  BEX5131

  6
• 高级金融计量经济学Advanced financial econometrics

  ETX5460

  6
• 特殊主题高级数学Special topics in advanced mathematics 2

  MTH5020

  6
• Nonlinear optimisation

  MTH5331

  6
• Measure theory

  MTH5099

  6
• 金融机器学习Financial machine learning

  BFF5555

  6
• 特殊主题高级数学Special topics in advanced mathematics 1

  MTH5010

  6
• Quantitative and data analysis in Python

  BFF5525

  6
• Treasury and financial markets

  BFX5260

  6
• Funds management

  BFF5270

  6