MSc in Mathematics of Finance (Programme code 02250186)

Admission requirements

An appropriate BScHons degree with a minimum of 60% for all modules at honours level. In the selection procedure the candidate’s complete undergraduate and honours academic record will be considered. It is strongly recommended that Measure and integration theoryFunctional analysis, Financial Mathematics/Financial Engineering are included at honours level.

Admission is subject to the availibility of a suitable supervisor. 

The final approval is granted by the Faculty Postgraduate Committee.

Duration

Subject to other faculty regulations, a student must complete his or her masters studies within two years after first registering for the degree. 

Programme composition

The programme consists of two mandatory non-credit bearing master’s coursework modules and a dissertation (180 credits). 

Modules: Any two of WTW 831, WTW 881, or WTW 884 Master's modules (mandatory, non-credit bearing)

Dissertation: WTW 892 Dissertation: Mathematics of Finance 892 (180 credits)

Total credits required: 180

A concept article for a reputable journal or conference must be submitted during the research period.

Masters modules

Please take note of the prerequisites for each module.

The availability of modules and the semester of presentation will be communicated at the start of the academic year.

Module code

Module name

Prerequisites

Coursework - any two of

WTW 831

 Mathematical and computational finance 831

Financial Engineering on Honours level.

WTW 881

 Abstract analysis 881

Measure Theory and Functional Analysis on Honours level.

WTW 884

 Advanced measure theory 884

Measure Theory and Functional Analysis on Honours level.

Dissertation:

WTW 892

Dissertation: Mathematics of finance 892

Total credits required: 180

 

Published by Annel Smit

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