MSc in Statistics (Financial Statistics)
Programme Code: TMSTFS
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) and options to the value of two units.
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 |
ST422 Time Series (0.5) # and ST436 Financial Statistics (0.5) # | |
Paper 3 |
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 2022/23) | |
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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ST435 Advanced Probability Theory (0.5) # (withdrawn 2019/20) | |
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ST441 Introduction to Markov Processes and their Applications (0.5) # (withdrawn 2019/20) | |
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ST442 Longitudinal Data Analysis (0.5) # (not available 2022/23) | |
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ST449 Artificial Intelligence (0.5) | |
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MY461 Social Network Analysis (0.5) | |
Paper 4 |
Courses to the value of 1.0 unit 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 2022/23) | |
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ST426 Applied Stochastic Processes (0.5) | |
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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ST435 Advanced Probability Theory (0.5) # (withdrawn 2019/20) | |
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ST441 Introduction to Markov Processes and their Applications (0.5) # (withdrawn 2019/20) | |
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ST442 Longitudinal Data Analysis (0.5) # (not available 2022/23) | |
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ST449 Artificial Intelligence (0.5) | |
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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) # (not available 2022/23) | |
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MY457 Causal Inference for Observational and Experimental Studies (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.
The facilitates comparability and compatibility between higher education systems across the European Higher Education Area. Some of the School's taught master's programmes are nine or ten months in duration. If you wish to proceed from these programmes to higher study in EHEA countries other than the UK, you should be aware that their recognition for such purposes is not guaranteed, due to the way in which ECTS credits are calculated.
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 .