MSc Financial Mathematics and Statistics (MSFMS) > Course List

Course List 2020/2021

Core Courses

Course Code Course Title Credit Unit(s) Semester
MA5616 Financial Mathematics in Derivative Markets 3 A
MA5617 Statistical Data Analysis 3 A
MA5618 Stochastic Analysis in Finance 3 A
MA6629 Advanced Stochastic Analysis in Finance 3 A
MA6633 Statistical Modelling for Data Mining 3 B

Elective Courses

Course Code Course Title Credit Unit(s) Semester
MA5601 Applied Partial Differential Equations 3 A
MA6612 Numerical Partial Differential Equations 3 B
MA6617 Dissertation 6 A & B & S
MA6622 Statistical Methods and Calibration in Finance and Actuarial Science 3 B
MA6627 Stochastic Interest Rate Models 3 B
MA6628 Programming and Computing in Financial Engineering 3 -
MA6630 Introduction to Statistical Learning 3 B
MA6631 Special Topics 3 -
MA6632 Statistical Analysis of Financial Big Data 3 -
EF5042 ^ Corporate Finance 3 A & B
EF5340 ^ Credit Risk Management 3 B

All courses to be offered or not will be subject to host department's final decision.

^ Non-web enabled courses. Students are required to submit paper add/drop form for course registration via Department of Mathematics.

Last update: 5 August 2020