伦敦大学玛丽女王学院金融数学专业项目网站

Financial Mathematics

英国公立商科

项目背景

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更新时间:2024-07-09

专业排名101

大学伦敦大学玛丽女王学院

开学时间9月

课程学制1年

学费29950.00/GBP

专业介绍

You will gain a clear understanding of modern financial mathematics, together with a range of numerical and computational techniques (many state-of-the-art) that form an important part of the toolkit of a typical practitioner. The programme structure is flexible, so you can choose to focus on computational or mathematical modules, depending on your background, interests and future plans. You will receive a comprehensive introduction to the field, including the structure of financial instruments and the operations of the markets, foundations of mathematical modelling in finance, statistical techniques for analysing time series data, and introductory computer programming in C++. You will go on to explore subjects such as pricing complex financial derivatives using a variety of mathematical models and techniques for managing risk, as well as advanced computational finance, including writing programs to price exotic derivatives using stochastic volatility and jump-diffusion models. You can also broaden your skills with unassessed courses on LaTeX (for document preparation), as well as extra-curricular workshops on programming in Excel/VBA and "modern" C++. We offer all students the opportunity to take useful additional qualifications, including Microsoft Office Specialist, as well as qualifications in Excel and Bloomberg Market Concepts.

推荐顾问

世界排名

2020年

101

2019年

151

2018年

151

2017年

151

语言要求

类型
雅思
托福
PTE
Listen
5.5
17
59
Speak
5.5
20
59
Read
5.5
18
59
Write
6
21
65
总分
6.5
92
71

学术要求

专业领域:数学,或含substantial数学科目的专业物理,工程,经济,计算机科学。

课程设置

Compulsory/Core modules:必修/核心模块 Financial Instruments and Markets:金融工具和市场 Foundations of Mathematical Modelling in Finance:金融数学建模的基础 Machine Learning with Python:用Python进行机器学习 Programmingin C++ for Finance:财务编程 Project Dissertation:项目论文 Elective modules:选修模块 Neural Networks and Deep Learning:神经网络与深度学习 Advanced Derivatives Pricing and Risk Management:高级衍生品定价与风险管理 Advanced Machine Learning:高级机器学习 Computational Statistics with R:R的计算统计 Financial Data Analytics:财务数据分析 Bond Market Strategies:债券市场策略 Systematic Trading Strategies:系统交易策略 Risk Management for Banking:银行业风险管理