Heriot Watt University > School of Mathematical and Computer Sciences
This masters in Quantitative Finance and Mathematics course introduces innovative modern mathematical techniques and financial modelling. It focuses on probability and stochastics, which are often not included in standard mathematics degrees. It’s been designed to include the practical and pragmatic aspects of mathematical finance – offering you relevant and modern skills relating to structured finance in demand in the UK and internationally. The aim is to understand, both quantitatively and qualitatively, the risks and uncertainty involved. And, the wide range of optional courses offers you the chance to tailor your learning experience to suit your interests.
- Financial Econometrics
- Financial Markets
- Functional Analysis
- Numerical PDEs
- Optimisation Methods in Finance
- Portfolio Theory and Management
- Quantitative Risk Management
- Statistical Methods in Finance
- Time Series
- Statistical Machine Learning
- Stochastic Simulation
- Bayesian Inference
- Advanced Derivative Pricing
- Applied Risk Management
- Directed Reading
- Lab Work
- Lectures
- Continuous Assessment
- Coursework
- Written examinations
These lists are not intended to be exhaustive, and may be subject to change. You should check the course homepage for further details and the most up-to-date information.