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IMM

MF

To deliver a postgraduate curriculum which provides a solid foundation in the core areas of mathematics relevant to industry and stimulates students to meet their own aspirations, interests and educational needs.

X

To equip students with certain general skills and thus help them prepare for future employment.

x

To provide a mathematically based intellectual education appropriate to the needs of industry.

x

To provide students with an environment which enables them to fulfil their potential in industrial mathematical modelling by providing access to appropriate opportunities, support and educational experiences.

x

To develop students’ understanding in a particular area of interest by undertaking a research based project.

x

To introduce students to the theoretical background of measure and integration theory, martingales and stochastic processes, and their applications in finance, derivatives industry, option pricing and hedging.

x

To prepare graduates with strong mathematical skills, necessary computational techniques and the finance background necessary for employment in areas of the financial sector such as banks, hedge funds and insurance companies or for research careers in relevant subject areas.

x

Students will gain knowledge and understanding in the following areas:

IMM

MF

K1

The relevance of mathematics in the analysis of problems of concern to industry

x

K2

The core discipline of mathematical modelling

x

K3

A range of analytical, numerical and qualitative techniques

x

K4

The application of computer software to the solution of mathematical problems

x

K5

The mathematical techniques that can be employed to model the kinds of stochastic processes that arise in financial markets

x

K6

A range of analytical, numerical and qualitative techniques that are relevant to problems which arise in the financial sector

x

Students should gain the ability to:

IMM

MF

C1

Construct logical mathematical arguments in the context of industrial mathematical modelling

x

C2

Relate mathematics to problems within an industrial context in order to obtain quantitative and qualitative information about the underlying physical processes

x

C3

Express certain problems which arise in the financial sector in mathematical terms

x

C4

Identify appropriate mathematical techniques that can be applied to such problems

x

Students should gain the ability to:

IMM

MF

P1

Select and apply appropriate mathematical tools for a specific problem

x

P2

Use a range of mathematical techniques to obtain quantitative and qualitative information about financial processes

x

Students should gain the ability to:

IMM

MF

T1

Possess general study skills, including the ability to learn independently using a variety of media

x

x

T2

Have good time management and organisational skills

x

x

T3

Be logical and analytical, and possess skills in IT, communication, presentation and problem solving

x

x

Programme title and code

Programme Code

Title

Award

Abbreviation

MAPT30

Industrial Mathematical Modelling

MSc

IMM

MAPT31

Mathematical Finance

MSc

MF

Code

Title

Cred

Sem

IMM

MF

MAD102

Regular and Chaotic Dynamics

15

1

x

o

MAP102

Programming and Numerical Methods

15

1

x

o

MAP104

Introduction to Measure Theory and Martingales

15

1

x

MAP111

Mathematical Modelling I

15

1

x

MAP114

Stochastic Models in Finance

15

1

x

MAD203

Functional Analysis

15

2

o

MAP201

Elements of PDEs

15

2

x

o

MAP202

Static and Dynamic Optimisation

15

2

x

o

MAP204

Stochastic Calculus and Theory of Stochastic Pricing

15

2

x

MAP211

Mathematical Modelling II

15

2

x

MAP213

Fluid Mechanics

15

2

x

MAP300

Project

60

3

x

x

TTP210

Advanced Reliability, Availability & Sustainability

15

1

x

ECP202

Financial Economics

15

1

o

ECP251

Asset Management and Derivatives

15

2

o*

ECP255

Corporate Finance

15

2

o*

Key

* Students may take EITHER ECP251 OR ECP255