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课程名称:伦敦帝国理工学院数学与金融硕士课程
课程类型:硕士课程-会计 / 金融 / 经济硕士
学校名称:伦敦帝国理工学院 Imperial College London
学校位置:伦敦
课程长度:12个月
开学日期:10月
 

介绍:

入学要求 Requirement:

学术要求:We normally ask for a minimum of a high 2.1 degree in mathematics or a good First Class degree in a physical science with a strong mathematical content, i.e. several modules of mathematics with an emphasis on analysis, probability theory and differential equations. We expect the equivalent standard for an international qualification.

英语要求:An overall score of 6.5, with 6 in the Writing and Speaking modules.
 

学费 Tuition Fee:2012-13   £26,000

 
课程特征 Course Features:

The MSc course in Mathematics and Finance may be taken full or part-time. It introduces students to the more mathematical areas of pricing theory and risk management. Mathematical finance is a subject that is both mathematically challenging and deployed every day by sophisticated practitioners in the financial markets. Our objective is to provide you with everything you need to get into this area at a level where you can understand – and contribute to – industry practice and the latest research. To do this, the courses we offer are oriented in different ways.

 
课程内容 Course Content :

Introductory courses
•Computing in C
•Mathematical analysis
•Statistical methods

Core courses
•Stochastic processes
•Numerical methods for finance
•Theory of finance
•Mathematical option pricing
•Computing in C++

Elective courses
•Numerical stochastics
•Stochastic differential equations and interest rate models
•Spectral theory for mathematical finance
•Credit risk
•International finance
•Risk management

 

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