Financial Mathematics
The proposed programme will equip students with the relevant contemporary knowledge and skills, including new digital innovations such as machine learning with financial applications, computational finance and statistical and data analysis. In the Summer Trimester students will explore their theoretical and applied knowledge in greater depth by completing a dissertation or they will be able to apply their theoretical knowledge to real-world situations via a work placement with a financial firm.
Subjects taught
Stage 1 Core
Stochastic Calculus MATH40690
Fin.Risk Measurement & Mngmt MATH40720
Counterparty Credit Risk MATH40730
Advanced Financial Models MATH40740
Stage 1 Option
Computational Finance ACM30070
PDEs in Financial Maths ACM30080
Scientific Programming Concepts (ICHEC) ACM40660
Optimisation in MLAC M40990
Introduction to Relational Databases and SQL Programming COMP40725
Big Data Programming COMP47470
Energy Economics and Policy ECON42360
Behavioural Economics ECON42560
Advanced Econometrics: Time Series ECON42710
Measure Theory & Integration MATH40430
Financial Work Placement MATH40750
Financial Dissertation MATH40760
Data Programming with R (Online) STAT40730
Statistical Machine Learning (online) STAT40750
Data Prog with Python (online) STAT40800
Bayesian Analysis (online) STAT40850
Entry requirements
-The minimum entry requirement will be a 2:1 (or equivalent grade) BSc in Financial Mathematics, Mathematics, Applied and Computational Mathematics, or Statistics.
-Applicants whose first language is not English must also demonstrate English language proficiency of IELTS 6.5 (no band less than 6.0 in each element), or equivalent.
-Students meeting the programme’s academic entry requirements but not the English language requirements, may enter the programme upon successful completion of UCD’s Pre-Sessional or International Pre-Master’s Pathway programmes.
Please see the following link for further information http://www.ucd.ie/alc/programmes/pathways/
Application dates
The following entry routes are available:
MSc Financial Mathematics FT (T341)
Duration 1 Years
Attend Full Time
Deadline Rolling*
MSc Financial Mathematics PT (T349)
Duration 2 Years
Attend Part Time
Deadline Rolling*
* Courses will remain open until such time as all places have been filled, therefore early application is advised
Duration
1 year full-time
MODE OF DELIVERY: Face-to-Face
2 years part-time
MODE OF DELIVERY:Face-to-Face
Enrolment dates
NEXT INTAKE: 2024/2025 September.
Post Course Info
Graduates with training in Financial Mathematics can cover upper-level quantitative roles in several sub-sectors such as:
Quantitative analysis in financial firms and hedge funds
Risk modelling in banking and insurance
Computational modelling in fintech
Research and academia