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Business and Management and Economics
MSc Statistics and Computational Finance
MSc Statistics and Computational Finance

MSc Statistics and Computational Finance

  • ID:UY440409
  • Level:Master's Degree
  • Duration:
  • Intake:

Fees (GBP)

Estimated Total/program:
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60
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100
Visa
20
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1

Admission Requirements

Entry Requirements

  • Undergraduate degree, 2:1 or equivalent in Mathematics or in a subject with a substantial mathematics component. We may accept a 2:2 undergraduate degree supported by relevant professional qualifications.

  • International pre-masters programme, Pre-masters from our International Pathway College

English Requirements

If English isn't your first language you may need to provide evidence of your English language ability. We accept the following qualifications:

  • IELTS, 6.0, minimum 5.5 in each component

  • C1 Advanced and C2 Proficiency, 169, minimum 162 in each component

  • Duolingo, 100, minimum 90 in all other components

  • LanguageCert, B2 Communicator High Pass with 33/50 in each component

  • PTE Academic, 55, minimum 51 in each component

  • TOEFL, 79, minimum 17 in Listening, 18 in Reading, 20 in Speaking and 17 in Writing

  • Trinity ISE III, Pass in all components

Course Information

Train to work as a professional statistician and gain skills and experience working at the interface between statistics and finance. 

Our course emphasises data analysis and will provide you with contemporary statistical ideas and methodologies that are attractive to prospective employers. The skills you gain are useful for a wide range of financial data analysis and in a range of other sectors where data analysis is required, for example sociology, health science, medical science or biology. This experience is also an ideal foundation for further academic study; many of our students choose to progress to PhD.

Our Statistics and Probability Group has a thriving research culture. Our group works with mainstream statistics to develop new methodology and apply it to real-world problems. The team produces world-class research, publishing in top journals. Our graduate students have full access to this expertise, as well as being exposed to forefront research carried out across the globe through our regular seminars and working groups.

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Modules

Core modules

Core modules may include:

Core modules (both pathways):

  • Advanced Regression Analysis

  • Portfolio Theory and Risk Management

  • Financial Time Series

  • Advanced Multivariate Analysis

  • Computational Finance

Additional core modules (pathway A):

  • Mathematical Methods of Finance

  • Stochastic Calculus and Black-Scholes Theory

Additional core modules (pathway B):

  • Stochastic Processes

  • Mathematical Finance II

  • Statistics for Insurance

  • Statistical Modelling and Practical Data Analysis with R

Option modules

Options may include

Option modules (pathway A)

  • Stochastic Processes

  • Bayesian Statistics

  • Statistics for Insurance

  • Credit Risk

  • Survival Analysis

  • Statistical Modelling with Practical Data Analysis with R

  • C++ Programming with Applications in Finance

Option modules (pathway B)

  • Bayesian Statistics

  • Survival Analysis

  • C++ Programming with Applications in Finance

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Pre Courses

No Course!
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Pathway Courses

No Course!
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Career Opportunity

Career Opportunity

  • Quantitative analyst

  • Auditor

  • Account manager for a bank

  • Trainee chartered accountant

  • Management associate

  • Software developer

Ability to settle

Overseas Student Health Cover

Insurance - Single: 300 (£) per year

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