Mathematics with Statistics for Finance

Modules shown are for the current academic year, and are subject to change depending on your year of entry.

You will follow a pathway of core modules in the first year, before moving on to a combination of core and optional modules in the second year, and a complete choice of optional modules in the third year.

Most of the components are lecture modules that are examined primarily by written papers in the summer term. Others are examined wholly by submission of projects.

You will complete a practical module on computation running in the first year, currently using specialist software such as Maple and Matlab, and you will be primarily examined by project.

Towards the end of the first year, you will complete an individual poster project, whose subject can be chosen from a range of topics suggested by a series of inspirational lectures. All posters are exhibited together and you will explain your work to circulating staff and students, obtaining credit for both content and exposition.

All modules, computation and the project must normally be passed for progression to the second year of the course.

• Algebra I
• Analysis I
• Foundations of Analysis
• Geometry and Linear Algebra
• Individual Poster Project
• Mathematical Computation
• Mathematical Methods I
• Mathematical Methods II
• Mechanics
• Probability and Statistics I

You will choose one optional module in addition to seven core modules.

After examinations in the third term, you will complete a group project that involves both written and oral elements.

All modules and the project must normally be passed for progression to the third year.

• Algebra II
• Complex Analysis
• Differential Equations
• Group Project
• Introduction to Numerical Analysis
• Multivariable Calculus
• Probability and Statistics II
• Real Analysis

• Statistical Modelling

(You do not have to choose the above module, but must complete at least six of the statistics required modules during your degree.)

• Metric Spaces and Topology
• Non-linear waves

A large selection of modules is available to all Department of Mathematics students, and you will choose eight, including modules specifically required for Statistics for Finance students.

You will need to choose six Statistics for Finance modules in total during your degree.

• Applied Probability
• Credit Scoring I
• Games, Risks and Decisions
• Mathematical Finance: An Introduction to Option Pricing
• Quantitative Methods in Retail Finance
• Research Project in Mathematics
• Scientific Computation
• Statistical Modelling I
• Statistical Modelling II
• Statistical Theory I
• Stochastic Simulation
• Survival Models and Actuarial Applications
• Time Series

You will be able to select a small number of modules from outside of the above list too, from areas such as:

• Algebra
• Asymptotic Analysis
• Computational
• Fluid Dynamics
• Functional Analysis
• Galois Theory
• Geometry of Curves and Surfaces
• Group Theory
• Mechanics
• Methods of Mathematical Physics
• Number Theory
• Partial Differential Equations
• Probability Theory
• Quantum Mechanics
• Theory of Complex Systems