Studyportals

Financial and Computational Mathematics

University College Cork

M.Sc.
12 months
Duration
18000 EUR/year
8000 EUR/year
Unknown
Tuition fee
Unknown
Apply date
Unknown
Start date

About

This Financial and Computational Mathematics course at University College Cork provides an appropriately rigorous treatment of branches of mathematics applicable to financial modelling, including measure-theoretic probability, stochastic processes in discrete and continuous time, and partial differential equations. 

Overview

Financial and Computational Mathematics at University College Cork is mathematically challenging and requires prior familiarity with multivariate calculus, differential equations, linear algebra, probability, and statistics. You should also have some experience of programming.

Learning outcomes

The rapid increase in available computing speeds over the past fifteen years has led to the widespread adoption of sophisticated computational methods for financial modelling and the development of algorithmic approaches to market trading.

Modern finance is increasingly reliant upon advanced mathematical and computational techniques for the modelling of asset and financial market movements, the design and valuation of financial derivatives, and portfolio management.

Programme Structure

Courses included:

  • Probability Theory in Finance
  • Derivatives, Securities, and Option Pricing
  • Computational Finance
  • Topics in Financial Mathematics
  • Continuous-Time Financial Models

Key information

Duration

  • Full-time
    • 12 months

Start dates & application deadlines

Language

English

Credits

90 ECTS

Delivered

On Campus

Academic requirements

We are not aware of any academic requirements for this programme.

English requirements

TOEFL admission requirements TOEFL® IBT The TOEFL iBT® is given online through the internet at designated testing site. The test measures your English-language abilities in an academic setting. The score refers to the total score of 4 subjects (writing, listening, speaking, and reading), each subject has a range of 0 - 30.
90
IELTS admission requirements IELTS The International English Language Test System (IELTS) tests your English-language proficiency on a scale of 1 – 9. The score refers to the combined average score of 4 subjects (writing, listening, speaking, and reading).
6.5

Other requirements

General requirements

  • Candidates must have obtained at least a 2.2 honours degree or equivalent in the mathematical sciences or another highly numerate discipline;
  • Candidates who have obtained at least a 2.2 honours degree in Engineering or Physics may be considered but are expected to have sufficient background in university-level mathematics as assessed by the Course Co-ordinator;
  • All candidates must be ultimately approved by the Course Co-ordinator.

Tuition Fee

  • International

    18000 EUR/year
    Tuition Fee
    Based on the original amount of 18000 EUR per year and a duration of 12 months.
  • EU/EEA

    8000 EUR/year
    Tuition Fee
    Based on the original amount of 8000 EUR per year and a duration of 12 months.

Funding

Studyportals Tip: Students can search online for independent or external scholarships that can help fund their studies. Check the scholarships to see whether you are eligible to apply. Many scholarships are either merit-based or needs-based.

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Financial and Computational Mathematics
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University College Cork

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