Course Name |
Mathematics & Statistics - Financial Mathematics |
Course Provider |
University College Dublin |
Course Code |
T349 |
Course Type |
Postgraduate |
Qualifications |
Award Name | NFQ Classification | Awarding Body | NFQ Level |
Degree - Masters (Level 9 NFQ)
More info...
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Major |
National University of Ireland |
Level 9 NFQ |
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Apply To |
Course provider |
Attendance Options |
Part time |
Location (Districts) |
Belfield |
Qualification Letters |
MSc |
Enrolment and Start Dates Comment |
NEXT INTAKE: 2022/2023 September |
Application Date |
The following entry routes are available:
MSc Financial Mathematics PT (T349)
Deadline
Rolling*
* Courses will remain open until such time as all places have been filled, therefore early application is advised
Part Time option suitable for:
Domestic(EEA) applicants: Yes
International (Non EEA) applicants currently residing outside of the EEA Region. Yes |
Application Weblink |
Web Page - Click Here |
Duration |
2 years part-time |
Course Fee |
MSc Financial Mathematics (T349) Part Time
EU fee per year - € 4570
nonEU fee per year - € 13200
***Fees are subject to change |
Link to Course Fee |
Web Page - Click Here |
Entry Requirements |
Expand+The minimum entry requirement will be a 2:1 (or equivalent grade) BSc in Financial Mathematics, Mathematics, Applied and Computational Mathematics, or Statistics.
Applicants whose first language is not English must also demonstrate English languag...
Hide-The minimum entry requirement will be a 2:1 (or equivalent grade) BSc in Financial Mathematics, Mathematics, Applied and Computational Mathematics, or Statistics.
Applicants whose first language is not English must also demonstrate English language proficiency of IELTS 6.5 (no band less than 6.0 in each element), or equivalent.
Students meeting the programme’s academic entry requirements but not the English language requirements, may enter the programme upon successful completion of UCD’s Pre-Sessional or International Pre-Master’s Pathway programmes.
Please see the following link for further information http://www.ucd.ie/alc/programmes/pathways/
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Course Content |
Expand+MSc Financial Mathematics
Graduate Taught (level 9 NFQ, credits 90)
The MSc Financial Mathematics (PT) is designed for students who wish to gain a competitive advantage in the financial sector by acquiring the background demanded by upper-level qua...
Hide-MSc Financial Mathematics
Graduate Taught (level 9 NFQ, credits 90)
The MSc Financial Mathematics (PT) is designed for students who wish to gain a competitive advantage in the financial sector by acquiring the background demanded by upper-level quantitative roles. The programme will provide high-level instruction in the mathematical theory underlying finance and associated computational and statistical methods.
It features an inter-disciplinary suite of traditional and online modules that address contemporary topics in financial mathematics. It concludes with a summer work placement opportunity that enables students to apply their newfound theoretical knowledge and digital skills, and develop key professional and transversal skills.
In the Autumn and Spring Trimesters, you will take a mixture of face-to-face and online modules (indicative module list below). In the Summer Trimester, you will have the opportunity to take up a summer work placement with a Dublin-based financial firm, or a dissertation supervised by a member of faculty. Upon completion of the programme, you will be able to understand, critique and judge the suitability of a number of advanced financial mathematical models, manipulate, analyse and discern the reliability of financial data sets, and be acquainted with industry practice.
Programme Outcomes
Upon completion of the programme the students will be able to:
- demonstrate a deep knowledge of quantitative methodologies needed for jobs in investment banks and financial institutions.
- apply financial mathematical theory and quantitative methodologies to real world situations.
- critique and understand the limitations of financial mathematical models, judging the suitability of financial mathematical models and understand industry practice.
- write and run computer programmes that analyse complicated financial systems and data sets.
- analyse the reliability of a financial data set.
- generate new knowledge through research.
- access library and online resources to develop and understand financial mathematical theory and models.
- continue to study in a manner that may be largely autonomous.
- train others in the use of financial mathematical models
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Subjects Taught |
Expand+Core modules:
Stochastic Calculus
Advanced Financial Models
Counterparty Credit Risk
Computational or Advanced Computational Finance
Optional modules include
Financial Risk Measurement and Management
Statistical Machine Learning
Time Se...
Hide-Core modules:
Stochastic Calculus
Advanced Financial Models
Counterparty Credit Risk
Computational or Advanced Computational Finance
Optional modules include
Financial Risk Measurement and Management
Statistical Machine Learning
Time Series Analysis
Data Programming with Python
Data Programming with R
Categorical Data Analysis
Measure Theory and Integration
PDEs in Financial Maths
Microeconomics in Business
Foundations of Finance
Behavioural Economics
Energy Economics and Policy
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Number of Credits |
90 |
Course Web Page |
Web Page - Click Here |
International Students |
Web Page - Click Here |
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