Overview
Exit Award only
Candidates on the MSc (Financial and Computational Mathematics) programme who pass Part I but who fail to meet the requirements to proceed to Part II (see Marks and Standards) or who choose not to progress to Part II will exit the programme with the Postgraduate Diploma in Financial and Computational Mathematics.
Programme Requirements
For information about modules, module choice, options and credit weightings, please go to Programme Requirements.
Programme Requirements
Module List
| Code |
Title |
Credits |
| |
| MF6010 | Probability Theory in Finance | 10 |
| MF6011 | Derivatives, Securities, and Option Pricing | 5 |
| MF6012 | Computational Finance I | 5 |
| MF6013 | Computational Finance II | 5 |
| MF6014 | Topics in Financial Mathematics | 5 |
| MF6015 | Continuous Time Financial Models | 5 |
| AM6004 | Numerical Methods and Applications | 5 |
| CS6322 | Optimisation | 5 |
| 15 |
| Scientific Computing with Numerical Examples | |
| Partial Differential Equations | |
| Data Analysis II | |
| Machine Learning and Statistical Analytics I | |
| Machine Learning and Statistical Analytics II | |
| Introduction to Relational Databases | |
| Total Credits | 60 |
Examinations
Full details and regulations governing Examinations for each programme will be contained in the Marks and Standards Book and for each module in the Book of Modules.
Programme Learning Outcomes
Programme Learning Outcomes for Postgraduate Diploma in Financial and Computational Mathematics (NFQ Level 9, Major Award)
On successful completion of this programme, students should be able to:
- Demonstrate technical competence in the computational aspects of financial mathematics;
- Explain the theoretical basis of mathematical models and techniques used in financial applications;
- Outline how this mathematical framework is influenced by the structure of financial markets
- Identify the limitations of mathematical and statistical models applied to real-world scenariosa;
- Apply appropriate programming languages and software packages to the analysis of problems and mathematical models arising in financial applications.
