Master of Science by Coursework in Mathematical and Computational Finance

1. The Divisional Board of Mathematical, Physical and Life Sciences shall appoint for the supervision of the course a supervisory committee, which shall have the power to approve lectures and other instruction. The committee shall appoint a course organiser who will be responsible for ensuring that the programme is set up and the decisions of the committee are carried out.

2. The course organiser shall arrange for the appointment of a supervisor for each candidate.

3. Each candidate shall follow a course of study in Mathematical and Computational Finance for at least three terms and for a substantial part of the intervening vacations.

4. The examination will consist of the following parts:

• (i)Two written examinations, and one open-book examination, which will cover the Michaelmas Term core courses in mathematical methods, data and numerical analysis, based on the schedule below. 

  (ii) Two written examinations, and one open-book examination, which will cover the Hilary Term core and optional courses in mathematical methods, data and numerical analysis, based on the schedule below.

  (iii) Two courses in Financial Computing with C++ which will be assessed by open-book examination. The details will be specified in the Course Handbook on the Course Website.

  (iv) A dissertation of between twenty-five and forty pages on a topic approved by the examiners.

More detail on these requirements will be set out each year in the Course Handbook on the Course Website.

5. Open-book examinations shall be submitted electronically using the University approved online assessment platform. Submission shall be in accordance with both the details given in the Course Handbook on the Course Website and with the deadlines which the examiners shall determine and notify candidates of.

6. An electronic version of the dissertation along with a declaration of authorship form must be submitted no later than noon on a date in June to be specified by the examiners. The dissertation should be submitted in pdf or other machine-readable format in accordance with instructions which the examiners shall determine and notify candidates of.