Master of Science in Mathematical Finance
Programme Director: Dr CHOI, Pui Wah
The aim of the programme is to provide an opportunity of further education for working professionals in the field of Mathematical Finance and Financial Markets, and to offer well-motivated individuals a path for career conversion into the field of Mathematical Finance and Financial Markets. Students acquire a solid foundation in the principles of Mathematical Finance and Financial Markets, and a wealth of knowledge of software packages and their applications.
The programme teachers are either from the Department of Mathematics, Hong Kong Baptist University or from the Kent Business School, University of Kent. The faculty members in the Department of Mathematics of Hong Kong Baptist University have a very strong background in Mathematical Finance and Statistics. The University of Kent has an excellent international reputation and Kent Business School has a very strong faculty in both teaching and research. Their experience and expertise, in particular in the area of business and management would give us the strength in practical, operational and managerial areas.
Students will study in both universities in four semesters. In the first three semesters (from September to June), students will study in University of Kent. In the fourth semester (from September to December), students will study in Hong Kong Baptist University.
Students are required to take and pass all 11 courses in four semesters and obtain a cumulative GPA of at least 2.50 to qualify for the two MSc degrees:
- Master of Science in Mathematical Finance (conferred by Hong Kong Baptist University)
- Master of Science in Finance, Investment and Risk (conferred by University of Kent)
The structure of the curriculum is as follows:
| I) | Required Courses | 35 units |
| II) | Elective Course | 4 units |
| 39 units |
Requirements
| Semester 1 | ||
| MATH7680 Quantitative Methods for Finance | 4 units | |
| MATH7690 Financial Markets and Instruments | 4 units | |
| Semester 2 | ||
| MATH7720 Investments Management | 4 units | |
| MATH7760 Programming for Finance and Trading | 4 units | |
| Semester 3 | ||
| MATH7700 Risk Management | 4 units | |
| Elective Course | 4 units | |
| Choose one of the following courses: | ||
| MATH7630 Derivatives | 4 units | |
| MATH7710 Financial Econometrics | 4 units | |
| MATH7730 Investment Analysis | 4 units | |
| MATH7740 Credit Risk | 4 units | |
| MATH7750 Corporate Governance and Ethics | 4 units | |
| MATH7770 Algorithmic Trading | 4 units | |
| MATH7780 Financial Technology | 4 units | |
| Semester 4 | ||
| MATH7620 Topics in Probability Theory & Stochastic Processes | 3 units | |
| MATH7640 Computational Finance | 3 units | |
| MATH7650 Time Series Analysis | 3 units | |
| MATH7660 Mathematical Finance | 3 units | |
| MATH7670 Derivatives II | 3 units | |
| 39 units |