The University of Edinburgh and
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The University of Edinburgh and
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The course is jointly run by two universities so you will be able to enjoy the facilities offered by each. Two days a week are spent at the University of Edinburgh with the rest of the time at Heriot-Watt.
The course consists of
In addition, a short Matlab course is provided in Semester 1.
| Semester 1 | Semester 2 |
| Compulsory Modules: Financial Markets, Derivatives Markets, Discrete-Time Finance, Stochastic Analysis in Finance I, Special Topics I |
Compulsory Modules:
Derivative Pricing and Financial Modelling, Modern Portfolio Theory, Stochastic Analysis in Finance II, Special Topics II |
| Optional Modules: Statistical Methods, Financial Risk Management |
Optional Modules: Credit Risk Management Mathematical Programming, Numerical Techniques for PDEs, Financial Econometrics, Time Series Analysis, Simulation |
Click here to obtain more detailed information about the modules
The students' guide for 2009-2010 can be found here; this gives more details on the course structure and module syllabuses. There is no requirement for preparatory reading, but here are some suggestions of interesting books that may give you a preview of the subject.
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