| Year 1 | Year 2 | Year 3 | Year 4 | MSc/Dip Act Sci | MSc Fin Maths | MSc Quant Risk Man | Other |
The information for each course includes aims, syllabuses, learning outcomes, recommended textbooks, assessment arrangements, together with contact details for the lecturer and, where appropriate, links to pages with further information and course materials.
Undergraduate courses are grouped by year in which they are taken (rather than level - which may be inferred from the course code). Note that some courses (F79PS and F79BI) are taken in Year 3 or Year 4 according to course. Exchange students take some courses in different years.
Programme structures, showing all courses and options for each course, are available here.
The list below includes only those courses given by the Department of Actuarial Mathematics and Statistics.
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F77SA | Introduction to Statistical Science A | Autumn | J. Hansen |
| F77SB | Introduction to Statistical Science B | Spring | J. Hansen |
| F77PD | Professional Development Planning | Spring | Various lecturers |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F78PA | Probability & Statistics A | Autumn | S. Zachary |
| F78AA | Actuarial & Financial Mathematics A | Autumn | J. Gallacher |
| F78PB | Probability & Statistics B | Spring | G. Streftaris |
| F78AB | Actuarial & Financial Mathematics B | Spring | C. Donnelly |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F79MA | Statistical Models A | Autumn | G. Gibson |
| F70LA | Life Insurance Mathematics A | Autumn | A. Stott |
| F79PA | Portfolio Theory & Asset Models | Autumn | A. Wiese |
| F79SP | Stochastic Processes | Autumn | S. Foss |
| F79PS | Statistics for Social Science | Autumn | J. Phillips |
| F79MB | Statistical Models B | Spring | J. Phillips |
| F70LB | Life Insurance Mathematics B | Spring | A. S. Macdonald |
| F79DF | Derivative Markets and Discrete-time Finance | Spring | T. Johnson |
| F79SU | Survival Models | Spring | I. D. Currie |
| F79BI | Bayesian Inference & Computational Methods | Spring | G. J. Gibson |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F70PE | Pensions | Autumn | P. Ridges & A. Sneddon |
| F70CF | Continuous-time Finance | Autumn | T. Chan |
| F79PS | Statistics for Social Science | Autumn | J. Phillips |
| F71RM | Financial Risk Management | Autumn | A. J. G. Cairns |
| F70DA | Statistics Dissertation A | Autumn | Various staff |
| F70SC* | Statistical Computing | Autumn | Not running 2010-11 |
| F70SP* | Further Stochastic Processes | Autumn | Not running 2010-11 |
| F70LP | Life Office Practice | Spring | N. Franklin |
| F70RT | Risk Theory | Spring | P. Ridges |
| F70TS | Time Series | Spring | R. J. Gray |
| F79BI | Bayesian Inference & Computational Methods | Spring | G. J. Gibson |
| F70DP* | Advanced Derivative Pricing | Spring | T. C. Johnson |
| F71CM* | Credit Risk Modelling | Spring | A. McNeil |
| F70DB | Statistics Dissertation B | Spring | Various staff |
General Information for the MSc/Diploma in Actuarial Science is available here.
The Course Structure is available here.
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F71AB | Financial Mathematics | Autumn | T. Kleinow |
| F71AF | Life Insurance Mathematics 1 | Autumn | H. R. Waters |
| F71SM | Statistical Methods | Autumn | R. J. Gray |
| F71SZ | Stochastic Modelling | Autumn | S. Foss |
| F71AE | Survival Models | Spring | I. D. Currie |
| F71BF | Life Insurance Mathematics 2 | Spring | A. Sneddon |
| F71AG | Risk Theory | Spring | H. R. Waters |
| F71AH | Financial Economics 1 | Spring | K. Yuen |
| F71AJ | Financial Economics 2 | Spring | T. Chan |
| F71SN | Further Statistical Methods | Spring | J. Cruise |
| F71TS | Time Series Analysis | Spring | V. Shneer |
General Information for the MSc in Financial Mathematics is available here.
The course structure is available here.
The list below includes only those courses given by Heriot-Watt University.
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F71SM | Statistical Methods | Autumn | R. J. Gray |
| F71DM | Derivative Markets | Autumn | T. C. Johnson |
| F71RM | Financial Risk Management | Autumn | A. J. G. Cairns |
| C39SM* | Financial Markets | Autumn | SoM staff |
| F71TA* | Special Topics 1 | Autumn | Various lecturers |
| F71NT* | Numerical Techniques for PDEs | Spring | L. Bunas |
| F71CR | Credit Risk Management | Spring | A. McNeil |
| F71TS | Time Series Analysis | Spring | V. Shneer |
| F71DP | Derivative Pricing and Financial Modelling | Spring | A. Wiese |
| F71PT | Modern Portfolio Theory | Spring | K. Yuen |
| C29FE* | Financial Econometrics | Spring | SoM staff |
| F71TB* | Special Topics 2 | Spring | Various lecturers |
General Information for the MSc in Quantitative Risk Management is available here.
The course structure is available here.
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F71SM | Statistical Methods | Autumn | R. J. Gray |
| F71DV | Derivative Markets and Pricing | Autumn | T. Johnson |
| F71ER | Enterprise Risk Management I | Autumn | A. J. G. Cairns |
| C31FM | Financial Markets | Autumn | SoM staff |
| C31CF | Corporate Finance | Autumn | SoM staff |
| F71CM | Credit Risk Modelling | Spring | A. McNeil |
| F71EM | Enterprise Risk Management II | Spring | A. J. G. Cairns |
| F71ES | Economic Scenario Generation | Spring | A. McNeil + Barrie & Hibbert |
| F71TS | Time Series Analysis | Spring | V. Shneer |
| C29FE | Financial Econometrics | Spring | SoM staff |
| F71QS | Special Topics in QRM | Spring | A. McNeil + externals |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F78QT* | Quantitative Methods 1 | Autumn | D. I. Sales |
| F78SC* | Statistics for Science | Spring | D. I. Sales |
Return to top of page.