Admission requirements
A Mathematics-intensive bachelor’s degree. (Examples: BSc degree with at least four mathematics, applied mathematics or mathematical statistics modules in the final year BEng degree.)
In the selection procedure the candidate’s complete undergraduate academic record will be considered. At least 60% weighted average at final-year level and a minimum of 60% each in the following subjects/modules (or equivalent) at second-year level:
Calculus
Differential equations
Linear algebra
Please note that there is a limited intake of new students each year.
The final approval is granted by the Faculty Postgraduate Committee.
Duration
Subject to other faculty regulations, a student must complete his or her honours studies within one year.
Programme composition
The program consists of seven honours coursework modules and a mandatory project.
Modules: Seven honours modules (15 credits each = 105 credits)
Project: WTW 792: Project 792 (30 credits)
Total credits required: 135
Honours modules
Please take note of the prerequisites for each module.
BSc Honours in Financial Engineering
|
Code
|
Module
|
Credits
|
Semester
|
|
Research:
|
|
WTW 792
|
Project 792
|
30 |
year
|
|
Core modules:
|
|
BAN 7801
|
Industrial analysis 7801
|
16
|
block lectures
|
|
WTW 732
|
Mathematical models of financial engineering 732
|
15
|
1
|
|
WTW 750
|
Mathematical optimisation 750
|
15
|
1
|
|
WTW 762
|
Mathematical models of financial engineering 762
|
15
|
2
|
|
Elective modules:
|
|
WTW 712
|
Modern portfolio theory 712
|
15
|
year
|
| WTW 727 |
Special topics 727 (if presented) |
15 |
2 |
|
WTW 733
|
Numerical analysis 733
|
15
|
1
|
|
WTW 735
|
Main principles of analysis in applications 735
|
15
|
1
|
|
WTW 763
|
Finite element method 763
|
15
|
2
|
|
ISE 780
|
Systems engineering 780
|
16
|
block lectures
|
|
LMO 710
|
Linear models 710
|
15
|
1
|
|
LMO 720
|
Linear models 720
|
15
|
2
|
|
MVA 710
|
Multivariate analysis 710
|
15
|
1
|
|
MVA 720
|
Multivariate analysis 720
|
15
|
2
|
|
Any other postgraduate module from this department as approved by the Postgraduate Coordinator, provided that the prerequisites are met.
|
A total of at least 135 credits is required.
|
1 Students who have included Statistics, Mathematical Statistics or Industrial Engineering in their undergraduate degree programme, will not be allowed to take this module. An additional module from the list of electives should be included in the programme composition.
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