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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
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