The MSc in Mathematics and Finance can be taken on a part-time basis. Students attend the same lectures as those taking the degree full-time. The courses are spread more or less evenly over two years, instead of one, and the project is taken in the second year. There is a need to attend lectures on about three days a week. Considerable flexibility is needed by those in full-time employment who pursue this option. A typical sample schedule would look like this:
Year 1
-
Autumn Term
- Stochastic Processes
- Mathematical Finance: Introduction to Option Pricing Theory
- Computing in C++ I: Programming in C
- Theory of Finance
-
Spring Term
- Advanced Methods in Derivatives Pricing
- Interest Rate Modelling
- Programming in C++ II: Object oriented programming
- Electives, from the list of Elective Modules
Year 2
-
Autumn Term
- Theory of Finance
- Electives, from the list of Elective Modules
-
Spring Term
- Quantitative Risk Management
- Electives, from the list of Elective Modules
-
Summer Period