Financial Mathematics (MMS8)

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Approved Additional Standards for Continuation in undergraduate degree programmes in Science (all majors):

Students who return failing grades in a semester amounting to 15 credits, or more, will be identified under the UCD Continuation and Readmission Policy. Students whose rate of progression and performance over two academic sessions (2 years) is deemed unacceptable will be referred to the Academic Council Committee on Student Conduct and Capacity for exclusion from the programme.

As Stages 3 and 4 have the most dynamic components of the programme, and the material studied previously may no longer be relevant, a student who has been away from the programme for a significant period should be required to register again to Stage 3. The upper limit for completion of Stages 3 and 4 should be six years, if they choose to do 120 credits with 20 in each year.
Stage 3

Students take 8 core modules, 1 option modules and a further 10 credits of elective modules. Students can select additional option modules in lieu of elective modules to fulfill stage requirements.

Stage 4

Students take 8 core modules and 4 option modules.

Module ID Module Title Trimester Credits
Stage 3 Core Modules
     
ACM30080 PDEs in Financial Maths Autumn

5

FIN30170 Corporate Financial Management Autumn

5

MATH20130 Fundamentals of Actuarial and Financial Mathematics I Autumn

5

MATH30090 Metric Spaces Autumn

5

STAT30090 Models - Stochastic Models Autumn

5

ACM30110 Advanced Computational Finance Spring

10

MATH20210 Fundamentals of Actuarial and Financial Mathematics II Spring

5

MATH30380 Financial Mathematics Foundations Spring

5

Stage 3 Core Modules
     
Stage 3 Options - A)MIN0OF:
Students who have not previously taken STAT20230 must take it in Stage 3. This will count as their required option module for Stage 3.
     
STAT20230 Modern Regression Analysis Autumn

5

Stage 3 Options - A)MIN0OF:
Students who have not previously taken STAT20230 must take it in Stage 3. This will count as their required option module for Stage 3.
     
Stage 3 Options - B)MIN0OF:
Students who have already taken STAT20230 must select 1 module from this list. Students may also choose additional option modules from this list instead of elective modules. Please note: ECON30150 can only be selected in the Autumn trimester.
     
ECON30150 International Money and Banking Autumn

5

STAT40800 Data Prog with Python (online) Autumn

5

MATH30040 Functions of One Complex Variable Spring

5

MATH30370 Markov Chains Spring

5

STAT30270 Statistical Machine Learning Spring

5

Stage 3 Options - B)MIN0OF:
Students who have already taken STAT20230 must select 1 module from this list. Students may also choose additional option modules from this list instead of elective modules. Please note: ECON30150 can only be selected in the Autumn trimester.
     
Stage 3 Options - C)MIN0OF:
Students must register to a minimum of 50 Programme Credits (Core/Options). Students may register to 10 Elective credits or select additional Elective modules from the list below in order to fulfill their Stage requirements.
     
MATH20070 Optimization in Finance Spring

5

Stage 3 Options - C)MIN0OF:
Students must register to a minimum of 50 Programme Credits (Core/Options). Students may register to 10 Elective credits or select additional Elective modules from the list below in order to fulfill their Stage requirements.
     
Stage 4 Core Modules
     
MATH30360 Measure Theory and Integration Autumn

5

STAT30010 Time Series Autumn

5

STAT40400 Monte Carlo Inference Autumn

5

STAT40920 Financial & Actuarial Maths I Autumn

5

ACM40080 Advanced Topics in Computational Science Spring

5

FIN30270 Advanced Risk Management Spring

5

MATH40480 Probability Theory Spring

5

STAT40930 Financial & Actuarial Maths II Spring

5

Stage 4 Core Modules
     
Stage 4 Options - B)MIN4OF:
Students select 4 modules from this list of option modules. Students who have successfully completed SCI30080 will be registered by the School to this module.
     
FIN30030 International Financial Management Autumn

5

SCI30080 Professional Placement-Science Autumn

5

STAT30080 Models - Survival Models Autumn

5

STAT30320 Investment and Trading Autumn

5

STAT40020 Actuarial Statistics I Autumn

5

MATH30250 Cryptography: Theory & Practice Spring

5

MATH40310 Functional Analysis Spring

5

STAT40070 Actuarial Statistics II Spring

5

STAT40150 Multivariate Analysis Spring

5

STAT40850 Bayesian Analysis (online) Spring

5


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