| Year 1 | Year 2 | Year 3 | Year 4 | MSc/Dip Act Sci | MSc Fin Maths | Other |
The information for each module 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 modules are grouped by year in which they are taken (rather than level - which may be inferred from the module code). Note that some modules (F79PS and F79BI) are taken in Year 3 or Year 4 according to course. Exchange students take some modules in different years.
Course structures, showing all modules and options for each course, are available here.
The list below includes only those modules given by the Department of Actuarial Mathematics and Statistics.
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F77SA | Introduction to Statistical Science A | Autumn | J. Hansen |
| F77EC | Introductory Economics | Autumn | John Sawkins (SML) |
| F77SB | Introduction to Statistical Science B | Spring | J. Hansen |
| F77PD | Professional Development Planning | Spring | J. Phillips et al |
| F77FF | Finance and Financial Reporting | Spring | S. Abraham & J-P. Marney (SML) |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F78PA | Probability & Statistics A | Autumn | S. Zachary |
| F78AA | Actuarial & Financial Mathematics A | Autumn | A. S. Macdonald |
| F78PB | Probability & Statistics B | Spring | G. Streftaris |
| F78AB | Actuarial & Financial Mathematics B | Spring | A. J. G. Cairns |
| F77FF | Finance and Financial Reporting | Spring | S. Abraham & J-P. Marney (SML) |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F79MA | Statistical Models A | Autumn | S. Foss & G. Gibson |
| F70LA | Life Insurance Mathematics A | Autumn | T. Fischer |
| F79PA | Portfolio Theory & Asset Models | Autumn | T. Chan |
| F79SP | Stochastic Processes | Autumn | T. Konstantopoulos, S. Zachary |
| F79PS | Statistics for Social Science | Autumn | A. A. Korabinski |
| 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 | T. Konstantopoulos |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F70FR | Financial Risk Management | Autumn | A. J. G. Cairns |
| F70PE | Pensions | Autumn | A. E. Sneddon |
| F70CF | Continuous-time Finance | Autumn | M. P. Owen |
| F79PS | Statistics for Social Science | Autumn | A. A. Korabinski |
| F70SC* | Statistical Computing | Autumn | Not running 2008-09 |
| F70SP* | Further Stochastic Processes | Autumn | Not running 2008-09 |
| F70LP | Life Office Practice | Spring | N. Franklin |
| F70RT | Risk Theory | Spring | R. J. Gray |
| F70TS | Time Series | Spring | T. Fischer |
| F79BI | Bayesian Inference & Computational Methods | Spring | T. Konstantopoulos |
| F70DP* | Advanced Derivative Pricing | Spring | Not running 2008-09 |
| F70ST* | Statistics Special Topic | Spring | Not running 2008-09 |
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 |
| F71EC* | Economics | Autumn | SoML staff |
| F71FR* | Finance and Financial Reporting | Autumn | Diane Walters |
| F71SZ | Stochastic Modelling | Autumn | S. Foss |
| F71AE | Survival Models | Spring | I. D. Currie |
| F71BF | Life Insurance Mathematics 2 | Spring | A. E. Sneddon |
| F71AG | Risk Theory | Spring | H. R. Waters |
| F71AH | Financial Economics 1 | Spring | A. Wiese |
| F71AJ | Financial Economics 2 | Spring | M. Owen |
| F71SN | Further Statistical Methods | Spring | T. Kleinow |
| F71TS | Time Series Analysis | Spring | T. Kleinow |
General Information for the MSc in Financial Mathematics is available here.
The course structure is available here.
The list below includes only those modules given by Heriot-Watt University.
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| F71SM | Statistical Methods | Autumn | R. J. Gray |
| F71DM | Derivative Markets | Autumn | T. Chan |
| 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 | J. C. Eilbeck |
| F71CR | Credit Risk Management | Spring (for 2008-09) | A. McNeil |
| F71TS | Time Series Analysis | Spring | T. Kleinow |
| F71DP | Derivative Pricing and Financial Modelling | Spring | A. Wiese |
| F71PT | Modern Portfolio Theory | Spring | A. Wiese |
| C29FE* | Financial Econometrics | Spring | SoM staff |
| F71TB* | Special Topics 2 | Spring | Various lecturers |
| Code | Title | Semester | Lecturer |
|---|---|---|---|
| SoM module* | Quantitative Methods 1 | Autumn | D. I. Sales |
| F78SC* | Statistics for Science | Spring | D. I. Sales |
Return to top of page.