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MAPT31
LOUGHBOROUGH UNIVERSITY
REGULATIONS FOR THE POSTGRADUATE DEGREE PROGRAMMES IN
MATHEMATICAL FINANCE
These Programme Regulations refer to the conduct of the programme in the
session 2011/2012 and should be read in conjunction with Regulation XXI and
the relevant Module Specifications. These Programme Regulations may be
subject to change from time to time. Notice of change will be given by the
School responsible for the programme.
STRUCTURE
1.
The Programme is the responsibility of the Department of Mathematical
Sciences. It is a one year full-time programme.
2.
The award available to a successful student is either MSc, Postgraduate
Diploma or Postgraduate Certificate.
CONTENT
3.
The academic content of the programmes is as follows
3.1
Postgraduate Modules
3.1.1
Semester 1
COMPULSORY MODULES
Code
MAP104
MAP114
Title
Modular Weight
Introduction to Measure Theory and Martingales 15
Stochastic Models in Finance
15
OPTIONAL MODULES
Code
MAD102
MAP102
ECP202
3.1.2
ECP255
Modular Weight
15
15
15
(total modular weight 15)
Title
Modular Weight
Stochastic Calculus and Theory of Stochastic
15
Pricing
OPTIONAL MODULES
Code
MAD203
MAP201
MAP202
ECP251
(total modular weight 30)
Title
Regular and Chaotic Dynamics
Programming and Numerical Methods
Financial Economics
Semester 2
COMPULSORY MODULES
Code
MAP204
(total modular weight 30)
(total modular weight 45)
Title
Functional Analysis
Elements of PDEs
Static and Dynamic Optimisation
Asset Management and Derivatives
OR
Corporate Finance
Modular Weight
15
15
15
15
15
MAPT31
3.1.3
3.2
Project Module (see 4.2 of Assessment Section)
Code
Title
MAP300 Project
Modular Weight
60
Total Modular Weighting per Semester
Students will study modules of total weight 60 in each semester.
4.
ASSESSMENT
4.1
Each module in the programme will be assessed and credit awarded in
accordance with the levels of achievement specified in Regulation XXI.
Candidates must achieve at least 90 credits before commencing MAP300
Project.
The eligibility of candidates on the programmes for the award of the Degree of
Master, the award of a Postgraduate Diploma and the award of a Postgraduate
Certificate, and for Distinction in these awards, will be in accordance with the
Regulation XXI.
March 2011
4.2
4.3