# BSc in Financial Mathematics and Actuarial Scienceâ€¦

Shared by:
Categories
Tags
-
Stats
views:
36
posted:
9/1/2010
language:
English
pages:
3
Document Sample

```							      BSc in Financial Mathematics and Actuarial Science
Syllabus for Years 1, 2, 3, and 4

Full module descriptions for Mathematics, Applied Mathematics, Statistics &
Financial Mathematics can be found at:
http://www.ucc.ie/ucc/academic/modules/descriptions/index.html

FIRST YEAR
MODULE                        MODULE TITLE                          CREDITS
CODE
AM1052       Introduction to Mechanics                                  5
AM1053       Elements of Mathematical Modelling                          5
AM1054       Mathematical Software                                       5
MA1051       Calculus and Linear Algebra                                10
MA1052       An Introduction to Abstract Algebra                        5
MA1053       An Introduction to Mathematical Analysis                    5
ST1051       Introduction To Probability and Statistics                 5
Modules to the value of 20 credits chosen from
Accounting                                              10
Economics                                               10
Computer Science                                        15
Physics                                                 20
Chemistry                                               10
Biology or Geology                                       5

SECOND YEAR
MODULE                        MODULE TITLE                          CREDITS
CODE
MA2051       Mathematical Analysis I                                    5
MA2054       Ordinary Differential Equations                            5
MA2055       Linear Algebra                                             5
MA2071       Calculus II                                                5
AM2060       C/C++ Programming with Applications                        5
AM2071       Fourier Methods                                            5
ST2051       Probability and Statistics I                               5
ST2052       Probability and Statistics II                              5
ST2053       Introduction to Regression Analysis                        5
MF2051       Asset Pricing and Portfolio Selection                      5
MF2052       Financial Mathematics                                      10
THIRD YEAR
MODULE                         MODULE TITLE                        CREDITS
CODE
MA3051       Mathematical Analysis II                                    5
AM2061       Computer Modelling and Numerical Analysis                  5
AM3063       Partial Differential Equations with Applications I         5
ST3051       Statistical Inference                                      10
ST3053       Stochastic Modelling I                                     5
ST3055       Generalized Linear Models                                  5
MF3001       Complex and Fourier Analysis                                5
MF3051       Discrete Time Financial Applications                        5
MF3002       Derivatives, Securities and Option Pricing                  5
Elective*                                                  10

* The elective must be either AC1117 Business Finance I or EC1206 Principles of
Economic Analysis. If both modules have already been taken, it may be replaced by
10 credits of electives from the following list:

ELECTIVES
MODULE                         MODULE TITLE                        CREDITS
CODE
AM2052       Mathematical Modelling I                                    5
MA3052       Ring and Field Theory                                       5
MA3056       Metric Spaces and Topology                                  5
AM3064       Computational Techniques                                    5
MA3053       Differential Geometry of Curves and Surfaces                5
MA3057       Number Theory                                               5
AC3117       Security and Investment Analysis                           10
ST3050       Case Studies in Data Analysis                               5
ST3054       Survival Analysis                                          10
AM2055       Nonlinear Worlds and Chaos I                                5
AM2056       Nonlinear Worlds and Chaos II                              5
AM3062       Optimisation and the Calculus of Variations                 5
AM3052       Fluid Mechanics I                                           5
FOURTH YEAR
MODULE                            MODULE TITLE                               CREDITS
CODE
MA4058        Measure Theory and Martingales                                      5
ST3064        Time Series Analysis                                               5
MF4051        Continuous Time Financial Models                                   5
MF4052        Computational Finance                                               5
MF4054        Stochastic Modelling II                                            5
MF4055        Statistical Modelling in Non-Life Insurance                        5
MF4053        Project ++                                                          5
Electives                                                          25

++ All students are required to participate, and achieve a pass standard, in the Market
Game, which is part of the Project.

ELECTIVES
25 credits must be taken from the following list of modules. At least 15 credits must be
School modules.

MODULE                            MODULE TITLE                               CREDITS
CODE
MA4051        Group Theory                                                        5
MA4052        Functional Analysis                                                 5
MA4054        Numerical Analysis                                                 5
MA4056        Logic and Computation                                               5
AM3061        Nonlinear Dynamics and Control                                      5
AM3062        Optimisation and the Calculus of Variations                         5
AM4052        Fluid Mechanics II                                                  5
AM4062        Applied Stochastic Differential Equations                           5
AM4063        Partial Differential Equations with Applications II                5
AM4064        Perturbation and Asymptotic Methods                                 5
ST3050        Case Studies in Data Analysis                                       5
ST3052        Linear Models                                                       5
ST3054        Survival Analysis                                                   5
ST4054        Statistical Methods for Life Table Data                             5
ST4401        Introduction to Operations Research                                 5
AC3113        Business Finance II                                                10
AC3117        Security and Investment Analysis (if not already taken)            10

```
Related docs