入学要求：
学术要求：We require an upper-second class or first class undergraduate (BSc) degree or equivalent in a mathematically based discipline such as Chemistry, Computer Science, Engineering, Mathematics, Physics or Statistics, but candidates with a sufficiently good mathematical background from other areas such as Biology, Economics or Finance will also be considered.
We welcome applications from candidates with taught postgraduate degrees (for example, MSc, MBA) either in a mathematical subject or in a finance related subject combined with sufficient mathematical background.
Each applicant will be assessed individually to ensure that his/her mathematical background is appropriate. We are looking for a minimum of two years (4 semesters or 6 trimesters) of university level courses in mathematics, including calculus, linear algebra, probability and statistics, with good marks. Professional experience will also be taken into account when assessing applications.
Overseas students would also need to demonstrate a good command of English; please see the language requirements.
Candidates who have a good undergraduate (BSc) degree or equivalent but whose mathematical background is insufficient for direct entry to the MSc programme may be offered a place on the Conversion Year, followed by a conditional offer of a place on the MSc in Mathematical Finance in the following academic year, subject to successful completion of the Conversion Year
英语要求：IELTS 6.5
学费 Tuition Fee：2011/2012 International Students: £17,400
课程特征 Course Features：
This is an exciting and intensive one-year taught postgraduate programme. Our team of dedicated lecturers and support staff help to keep the course one of our most popular. In each year the class consists of around 40 students, typically from about 10 to 15 different countries.
The Department of Mathematics, the University of York, and the historic City of York provide a uniquely attractive environment in which to live and study.
On this MSc programme you will develop skills and competence in Mathematical Finance which are of direct relevance in the field of work. For details of the courses offered please see Programme Structure. If you would prefer to study by online distance learning then please visit the MSc in Mathematical Finance by Online Distance Learning.
The MSc in Mathematical Finance opens up fantastic employment opportunities to successful graduates at/in:
investment banks
hedge funds
insurance companies
stock brokerage
unit trusts
pension funds
corporate finance departments
other financial institutions worldwide
Graduates can embark on careers in trading and pricing derivative financial securities (options, futures, forwards, and the like), fund management, risk management, research and development, or pursue further study to PhD level. For more information about career opportunities, please visit the Career opportunities section.
The course is delivered by an experienced team. You will also receive Transferable and Generic Skills training, along with the option of choosing various modules to add to the variety of the programme.
课程内容 Course Content：
The programme structure below will come into effect in the 2011/12 academic year. The current programme structure can be found here.
MSc students complete modules to the value of 180 credits, including all core taught modules, two optional taught modules and a dissertation. Diploma students complete modules to the value of 120 credits, including some core taught modules, at most two optional taught modules and a project. Optional modules are subject to availability and may vary from year to year.
Week -1
Induction
Term 1 (Autumn)
Mathematical Methods of Finance (20 credits, core taught module)
Discrete Time Modelling and Derivative Securities (20 credits, core taught module)
Portfolio Theory and Risk Management (10 credits, optional taught module)
C++ Programming with Applications in Finance (10 credits, optional taught module, continues into Term 2)
Term 2 (Spring)
Stochastic Calculus and Black-Scholes Theory (20 credits, core taught module)
Modelling of Bonds, Term Structure, and Interest Rate Derivatives (20 credits, core taught module)
Numerical Methods for PDEs (10 credits, optional taught module)
Stochastic Processes (10 credits, optional taught module)
C++ Programming with Applications in Finance (10 credits, continued from Term 1)
Term 3 (Summer)
Mathematical Finance Dissertation (80 credits, core module for MSc students)
Mathematical Finance Project (40 credits, core module for Diploma students)