MSc in Statistics (Financial Statistics) (Research)
Programme Code: TMSTFSRE
Department: Statistics
For students starting this programme of study in 2019/20
Guidelines for interpreting programme regulations
Academic-year programme. Students take three compulsory courses (two units), a dissertation, and optional courses to the value of one unit.
Please note that places are limited on some optional courses. Admission onto any particular course is not guaranteed and may be subject to timetabling constraints and/or students meeting specific prerequisite requirements.
Paper |
Course number, title (unit value) | |
Paper 1 |
ST425 Statistical Inference: Principles, Methods and Computation (1.0) # | |
Paper 2 |
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Paper 3 |
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Paper 4 |
ST499 Dissertation (1.0) | |
Paper 5 |
Courses to the value of 1.0 unit(s) from the following: | |
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ST411 Generalised Linear Modelling and Survival Analysis (0.5) # | |
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ST418 Non-Linear Dynamics and the Analysis of Real Time Series (0.5) # (not available 2021/22) | |
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ST426 Applied Stochastic Processes (0.5) (not available 2021/22) | |
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ST433 Computational Methods in Finance and Insurance (0.5) # | |
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ST435 Advanced Probability Theory (0.5) # (withdrawn 2019/20) | |
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ST439 Stochastics for Derivatives Modelling (0.5) # (not available 2021/22) | |
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ST440 Recent Developments in Finance and Insurance (0.5) # (not available 2021/22) | |
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ST441 Introduction to Markov Processes and their Applications (0.5) # (withdrawn 2019/20) | |
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ST445 Managing and Visualising Data (0.5) | |
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ST449 Artificial Intelligence (0.5) | |
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FM404 Forecasting Financial time Series (0.5) # (not available 2021/22) | |
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FM442 Quantitative Methods for Finance and Risk Analysis (0.5) # | |
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MA415 The Mathematics of the Black and Scholes Theory (0.5) # | |
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MA416 The Foundations of Interest Rate and Credit Risk Theory (0.5) # | |
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MA420 Quantifying Risk and Modelling Alternative Markets (0.5) # | |
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MY457 Causal Inference for Observational and Experimental Studies (0.5) # | |
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MY459 Special Topics in Quantitative Analysis: Quantitative Text Analysis (0.5) # | |
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MY461 Social Network Analysis (0.5) | |
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Or other non-ST course(s), with permission |
# means there may be prerequisites for this course. Please view the course guide for more information.
The total value of all non-ST courses should not exceed one unit.
Note for prospective students:
For changes to graduate course and programme information for the next academic session, please see the . Changes to course and programme information for future academic sessions can be found on the .