曼彻斯特大学金融数学专业项目网站

Mathematical Finance

英国公立商科

项目背景

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更新时间:2024-07-08

专业排名N/A

大学曼彻斯特大学

开学时间9月

课程学制1年

学费33000.00/GBP

专业介绍

The Department of Mathematics and Alliance Manchester Business School at the University of Manchester have combined their academic strength and practical expertise to deliver the MSc in Mathematical Finance (UK 1 year), ensuring that students can experience both the mathematical and economic perspective of the subject. The course provides students with advanced knowledge and understanding of the main theoretical and applied concepts in Mathematical Finance delivered from a genuinely international and multi-cultural perspective with a current issues approach to teaching. The focus is on mathematical theory and modelling, drawing from the disciplines of probability theory, scientific computing and partial differential equations to derive relations between asset prices and interest rates, and to develop models for pricing, risk management and financial product development. The finance industry demands recruits with strong quantitative skills and the course is intended to prepare students for careers in this area. The course provides training for those who seek a career in the finance industry specialising in derivative securities, investment, risk management and hedge funds. It also provides research skills for those who subsequently wish to pursue research and/or an academic career (e.g. university lecturer) or continue the study at doctoral level, particularly those wishing to pursue further/advanced studies in Mathematical Finance.

推荐顾问

语言要求

类型
雅思
托福
PTE
Listen
6
20
65
Speak
6
20
65
Read
6
20
65
Write
6.5
22
70
总分
6.5
90
70

学术要求

专业领域:数学或紧密相关领域。

基础科目:概率(2门)。

微积分类科目如微积分和向量,常微分方程。

先修科目:

统计学。

计量理论概率或计量理论,如Markov processes,Random models。

偏微分方程。

计算机编程类科目如Python, MATLAB, C/C++ or Java)。

real analysis和complex analysis。


课程设置

Mandatory:强制性 Derivative Securities:衍生证券 Asset Pricing Theory:资产定价理论 Computational Finance:计算金融 Stochastic Calculus:随机演算 Brownian Motion:布朗运动 Martingale Theory for Finance:金融的鞅理论 Stochastic Modelling in Finance:金融中的随机建模 Stochastic Control with Applications to Finance:随机控制及其在金融中的应用