必修课:
离散时间金融(15学分)
随机金融分析(15学分)
最优化基础(10学分)
课程设计(5学分)
金融,风险与不确定性(10学分)
风险中性定价(15学分)
金融模拟实验(10学分)
金融优化方法(10学分)
选修课(金融方向):
整数规划和动态规划(10学分)
博弈论(5学分)
随机建模(10学分)
信用评分与数据挖掘(10学分)
金融风险管理(10学分)
风险分析(5学分)
选修课(经济方向)
高级时间序列计量经济学(10学分)
微观经济学(10学分)
选修课(程序方向)
数值并行算法(10学分)
JAVA(10学分)
选修课(最优化方向)
非线性优化(10学分)
大规模优化(10学分)
随机优化(5学分)
组合优化(5学分)
Compulsory courses:
- [MATH11075] Discrete-Time Finance (15 points, S1)
- [MATH11076] Stochastic Analysis in Finance I (7.5 points, S1)
- [MATH11111] Fundamentals of Optimization (10 points, S1)
- [MATH11079] Research-Linked Topics (5 points, S1-2)
- [MATH11088] Finance, Risk and Uncertainty (10 points, S1)
- [MATH11118] Risk-Neutral Asset Pricing (15 points, S1-2)
- [MATH11077] Stochastic Analysis in Finance II (7.5 points, S2)
- [MATH10015] Simulation (10 points, S2)
- [MATH11110] Optimization Methods in Finance (15 points, S2)
[MATH11089] Dynamic & Integer Programming (10 points, S1)
[MATH11090] Game Theory (5 points, S1)
[MATH11029] Stochastic Modelling (10 points, S2)
[MATH11040] Credit Scoring and Data Mining (10 points, S2)
[MATH11046] Financial Risk Management (10 points, S2)
[MATH11009] Risk Analysis (5 points, S2)
2. Economics courses
[ECNM11049] Advanced Time Series Econometrics (10 points, S2)
(offered by the School of Economics)
[ECNM11025] Microeconomics 2 (10 points, S2)
(offered by School Of Economics)
3. Programming courses
[INFR09021] Introduction to Java Programming (10 points, S1)
(basic programming course offered by the School of Informatics)
[PGPH11076] Parallel Numerical Algorithms (10 points, S1)
(advanced programming course offered by EPCC)
4. Optimization courses
[MATH11031] Nonlinear Optimization (10 points, S2)
[MATH11032] Large Scale Optimization (10 points, S2)
[MATH11010] Stochastic Optimization (5 points, S2)
[MATH11030] Combinatorial Optimization (5 points, S2)The programme guide for 2012-13 can be found here.