Print

Print


M.Sc. in FINANCIAL MATHEMATICS
	One year taught postgraduate degree

jointly with The University of Edinburgh, Management School and
Heriot-Watt University, Department of Actuarial Mathematics and
Statistics


The rapid expansion in the world trade in financial derivatives and the
use of increasingly exotic options ensures that banks and investment
houses require personnel with a blend of mathematical skill and
understanding of financial markets. This course aims to upgrade a good
first degree, develop essential new mathematical topics such as
stochastic calculus and embed the mathematics in the financial context.
Students will be exposed to financial modelling, derivative pricing,
portfolio theory and risk management and be encouraged to establish the
versatility to contribute to this developing field. This is an intensive
course including 12 core modules, 4 options and a project leading to a
dissertation, normally in conjunction with a finance house. Applicants
should be highly motivated with a good degree, first or upper second, in
mathematics or a discipline with high mathematical content.

EPSRC advanced course studentships were available for this courses in
1997-1998 and 1998-1999 and are expected for 1999-2000.

For further information and application forms please contact:

The Secretary
Mathematics Teaching Organization
Department of Mathematics and Statistics
The University of Edinburgh
King's Buildings
Edinburgh EH9 3JZ.
tel: +44 (0)131 650 6431
fax: +44 (0)131 650 6553
email: [log in to unmask]
www: http://www.maths.ed.ac.uk/




****************************************
Dr. Andreas E. Kyprianou
Department of Mathematics and Statistics
The University of Edinburgh
James Clerk Maxwell Building
King's Buildings
Mayfield Road
Edinburgh EH9 3JZ
SCOTLAND

fax: + 44 (0) 131 650 6553
tel: + 44 (0) 131 650 8570
email: [log in to unmask]
****************************************


%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%