BSc Financial Mathematics

Comments about BSc Financial Mathematics - At the institution - Sheffield - South Yorkshire

• Objectives
  Quantitative finance is a lucrative and growing area. This degree combines a broad study of Pure Mathematics, Applied Mathematics and Probability and Statistics with modules in Enterprise, Business and Economics. The second and third years specialise in those areas of mathematics most relevant to financial applications, such as models of fluctuations of share prices on the stock exchange, as well as areas of finance such as financial derivatives or corporate finance. Some modules are taught by the Departments of Management and Economics.
• Entry requirements
  -GCE/VCE A Levels - AAB including A in Mathematics -Two GCE A Levels plus two GCE AS Levels - AA + BB -Scottish Highers/Advanced Highers - AABB-AAAB (plus at least two Advanced Highers) -Irish Leaving Cert. - ABBBB-AABBB -International Baccalaureate - 32-33 points including 5 in Higher Maths
• Academic title
  BSc Financial Mathematics
• Course description
  This is a list of modules that have been offered in the past. We expect similar modules to be offered for courses starting in 2009.
  
  
  Typical First Year Modules
  Module/Unit
   
  -Applications of Probability and Statistics 
  -Differential and Difference Equations
  -Finance for Managers
  -Foundations of Probability and Statistics
  -Mathematics with Maple
  -Matrices and Geometry
  -Numbers and Proofs
  -Practical Calculus
  -Probability and Inference
  -Probability, Sets and Complex Numbers
  -The Enterprise Economy
  -Basic Java Programming and Problem-Solving  
  -Groups and Symmetries 
   
  
  Typical Secod Year Modules
  Module/Unit
  
  -Financial Management
  -Advanced Calculus 
  -Continuity and Integration
  -Linear Mathematics for Applications
  -Methods for Differential Equations
  -Numerical Linear Algebra
  -Operations Research
  -Probability Modelling
  -Statistics Core 
  -Issues in Financial Management 
  -Applied Differential Equations
  -Statistical Modelling 
  -Statistical Reasoning 
  -Vector Spaces and Fourier Theory  
   
  
  Typical Third Year Modules
  Module/Unit
  
  -Financial Mathematics  
  -Metric Spaces 
  -Numerical Solution of Partial Differential Equations 
  -Stochastic Finance
  -Stochastic Processes 
  -Topics in Mathematical Economics 
  -An Introduction to Financial Derivatives 
  -Corporate Finance
  -Modern Finance
  -Applied Probability 
  -Bayesian Statistics
  -Classical Control 
  -Codes and Cryptography
  -Complex Analysis 
  -Computational Inference 
  -Optimisation
  -Time Series

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