Postgraduate

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Statistics with Finance MSc

This is a taught programme within the Statistics subject area.

Outline

This newly introduced programme trains students for careers using statistics in the financial services industry. You study the statistical modelling underpinning much modern financial engineering combined with a deep understanding of core statistical concepts. The course includes modelling of financial time series, risk and multivariate techniques. You gain experience of analysing real data problems through practical classes and exercises. The course includes training in the computer language R.

You undertake a substantial project in the area of finance or financial econometrics, supervised by an experienced researcher. Some projects are focused on the analysis of particular complex data sets while others are more concerned with generic methodology.

Key facts

Programme structure

Course content

  • Advanced Regression Modelling
  • Bayesian Methods
  • Modelling of Time-dependent Data and Financial Econometrics
  • Practical Statistics and Computing
  • Stochastic Processes and Insurance Risk
  • Two from: Analysis of Large Data Sets; Mathematics of Financial Derivative; Portfolio Theory and Asset Pricing.
  • Project of 12,000 words

Assessment

Assessment is through coursework and formal examinations.

Key facts

Contact details

Admissions enquiries

T: 44 (0)1227 827272
E: information@kent.ac.uk

Subject enquiries

Claire Carter

T: 44 (0)1227 824133

E: smsaspgadmin@kent.ac.uk

Key facts

How to apply

Before applying, please read our ‘How to apply’ section.

You can then go straight to the online application form by clicking the programme below:

Key facts

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The University of Kent, Canterbury, Kent, CT2 7NZ, T: +44 (0)1227 764000

Last Updated: 13/09/2011