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University Rankings

University of Leicester

Guardian University Guide 2012

 17th in the UK

Times Higher Education 'Table of Tables'

 14th in the UK

The Times Good University Guide 2011:

17th in the UK

QS World University Rankings 2010

 Among the top 7% in the world.

 

Structure of the degree

Module Information

Optional courses are subject to availability in each particular year and will be revised annually in consultation with the departments involved.

First semester (October-December)

  Core
Options
(one from the list)
Mathematics
  • Financial Mathematics I
  • Scientific Computing
  • Statistical Methods
Economics  
  • Econometric Theory
  • Principles of Banking
Computer Science
  • C++ Programming and Advanced Algorithms
  

Second semester (January-June)


 Core
Options
(one from the list)
Mathematics
  • Financial Mathematics II
  • Computational Methods for Partial Differential Equations
  • Financial Risk
  • Actuarial Mathematics
  • Operational Research
  • Data Mining and Neural Networks
Economics  
  • Advanced Methods in Derivative Pricing
  • International Money and Finance
  • Financial Econometrics
  • Financial Systems and Economic Performance
Computer Science
  
  • Game Theory

Period July to September: Individual project

A number of projects will be available within financial institutions. Examples of projects for Dissertation from previous years:

  • Time Series Analysis: Analysing Stability and Modelling Future Correlation (CitiGroup)
  • Relative Pricing of Interest Rate Derivatives: Interest Rate Cap and Swaption (CitiGroup)
  • Market Data Analysis Tool, with specific focus on Negative-Rate Handling (CitiGroup)
  • Evaluating the Perfomance of Mortgage Underwriters (Santander) 
  • Exotic Derivative Counterparty Risk (CitiGroup)
  • Counterparty Credit Risk Exposure Interpolation (CitiGroup)
  • The effect of Implied Volatility Skew on Quanto and Composite Option Pricing (Daiwa Capital Markets Eurpoe)
  • Proprietary Trading in Equity Market (Daiwa Capital Markets Europe) 

Assessment

The course is assessed in various ways depending on the modules, you can expect to be assessed through class coursework, computer practicals, examinations and written projects.

You will need to complete eight taught modules before progressing to the MSc project. The taught modules make up two thirds of your course and the project counting for the final third.

MSc students may be awarded an MSc pass, or with merit, or with distinction depending on the final grade overall and project mark. Students may also be awarded a postgraduate Diploma or Certificate.  

Additional information
If you have any questions about the course, please contact us

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