1.选修课
Numerical Methods for Stochastic Differential Equations [compulsory] (5 credits, semester 2)随机微分方程的数值方法
Numerical Partial Differential Equations [compulsory] (10 credits, semester 2)数值偏微分方程
Programming Skills - HPC MSc (10 credits, semester 1)编程技能
Parallel Numerical Algorithms - HPC MSc (10 credits, semester 1)并行数值算法
2.必修课
Stochastic Analysis in Finance (20 credits, semester 1)金融中的随机分析
Discrete-Time Finance (10 credits, semester 1)离散时间金融
Finance, Risk and Uncertainty (10 credits, semester 1)金融、风险与不确定性
Object-Oriented Programming with Applications (10 credits, semester 1)面向对象的应用程序设计
Risk-Neutral Asset Pricing (10 credits, semester 2)风险中性资产定价
Stochastic Control and Dynamic Asset allocation (10 credits, semester 2)随机控制与动态资产配置
Monte Carlo Methods (5 credits, semester 2)蒙特卡罗方法
Research-linked Topics (10 credits, semesters 1 and 2)研究相关主题