Postgraduate Qualifications

Honours

 

PROGRAMME: ACTUARIAL SCIENCES

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 202126

Curriculum N609P: Actuarial Science (following on BSc N137P)

 

Please note that all BMI post graduate programmes are presented in English.

 

This curriculum is compiled from the following modules:

Module code

Descriptive name

Credits

First Semester

 

BWIN611

Quantitative Risk Analysis I

16

BWIN613

Financial Engineering I

16

BWIN614

Investment Theory I

16

Year Module

 

BWIA671

Actuarial Risk Management (A301/CA1)

80

BWIR671

Research Module: Financial Engineering and Financial Modelling

32

Total number of credits of this curriculum

160

 

The integrated assessment of this curriculum takes place during the assessment of the module BWIR671.

 

PROGRAMME: QUANTITATIVE RISK MANAGEMENT

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 202127

Curriculum N610P: Quantitative Risk Management (following on BSc N134P or N137P) 

 

Please note that all BMI post graduate programmes are presented in English.

 

This curriculum consists of the following modules divided into two semesters: 

Module code

Descriptive name

Credits

First Semester

 

BWIN611

Quantitative Risk Analysis I

16

BWIN613

Financial Engineering I

16

BWIN614

Investment Theory I

16

STTN612

Statistical Data-analysis I: Models

12

Second Semester

 

BWIN621

Quantitative Risk Analysis 

16

ECON623

Risk Management

16

STTN622

Statistical Data-analysis II: Time Series

12

STTN623

Multivariate Statistics

12

Year Module

 

BWIR671

Research Module: Financial

Engineering and Financial

Modelling

32

Total number of credits of this curriculum

148

 

The integrated assessment of this curriculum takes place during the assessment of the module BWIR671.

 

PROGRAMME: FINANCIAL MATHEMATICS

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 202128

Curriculum N611P: Financial Mathematics (following on BSc N135P) 

 

  Please note that all BMI post graduate programmes are presented in English.

 

This curriculum consists of the following modules divided into two semesters:

Module code

Descriptive name

Credits

First Semester

 

BWIN613

Financial Engineering I

16

STTN612

Statistical Data-analysis I: Models

12

STTN615

Stochastic Processes I

12

WISK613

Topology of Metric and Normed Spaces

8

WISN614

Measure and Integration Theory I

12

WISK615

Differential Equations

16

Second Semester

 

BWIR622

Research Module: Financial

Engineering and Pricing of Derivatives

32

STTN622

Statistical Data-analysis II: Time Series

12

STTN625

Stochastic Processes II

12

WISN624

Measure and Integration Theory II

12

Total number of credits of this curriculum

144

 

The integrated assessment of this curriculum takes place during the assessment of the module BWIR622.

PROGRAMME: DATA-MINING

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 202129: Curriculum N612P: Data Mining (following on BSc N134P or N136P)

Please note that all BMI post graduate programmes are presented in English. This curriculum consists of the following modules divided into two semesters:

Module code

Descriptive name

Credits

First Semester

 

STTN612

Statistical Data-analysis I: Models

12

 

Elective Module#

12

 

Elective Module#

12/16

 

Elective Module#

12/16

Second Semester

 

STTN623

Multivariate Statistics

12

 

Elective Module#

12

 

Elective Module#

12/16

 

Elective Module#

12/16

Year Module

 

BWIR672

Research Module: Financial Modelling

32

Total number of credits of this curriculum 

128 (min)

144  (max)

#The elective modules in the first semester are chosen from the modules in the following table.

Module code

Descriptive name

Credits

BWIB611

Statistical Learning I

16

BWIB612

Introduction to Business Intelligence

12

BWIB613

Problem Solving using Simulation

12

BWIN614

Investment Theory I

16

STTN613

Resampling

12

ITRI611

Data Warehouses I

12

ITRI613

Databases I 

12

ITRI616

Artificial Intelligence I

12

ITRI618

Decision Support Systems I

12

#The elective modules in the second semester are chosen from the modules in the following table.

Module code

Descriptive name

Credits

BWIB621

Statistical Learning II

16

BWIB622

Forecasting for Business

16

STTN622

Statistical Data-analysis II: Time Series

12

STTN624

Discrete Data-analysis

12

ITRI621

Data Warehouses II

12

ITRI623

Databases II

12

ITRI626

Artificial Intelligence II

12

ITRI628

Decision Support Systems II

12

The integrated assessment of this curriculum takes place during the assessment of the module BWIR672.

 

Masters

PROGRAMME: QUANTITATIVE RISK MANAGEMENT

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 203181

Curriculum N809P: BMI (Quantitative Risk Management - following Hons BSc N609P or N610P)

Please note that all BMI post graduate programmes are presented in English.

This curriculum consists of the following modules that are divided into two semesters: 

Module code

Descriptive name

Credits

First Semester

 

BWIA812

Enterprise-Wide Risk Management I

24

BWIN815

Industry Integration Project

32

 

Elective Module#

16

 

Elective Module#

16

Second Semester

 

BWIR826

Industry Directed Research Project

80

 

Elective Module #

12

Total number of credits for this curriculum

180

#The elective module in the first semester is chosen from the modules in the following table.

Module code

Descriptive name

Credits

BWIN811

Practical Risk Management SAS RD

16

BWIN816

Modern Portfolio Theory

16

BWIN817

Retail Credit Risk

16

#The elective module in the second semester is chosen from the modules in the following table.

Module code

Descriptive name

Credits

BWIA821

Enterprise-wide Risk Management II

12

BWIB821

Data Mining Techniques

12

 

       The integrated assessment of this curriculum takes place during the        assessment of the module BWIR826. 

Please note that due to the nature of the BMI industry directed research projects (BWIR826) all projects have to be completed before the end of the academic year. A student who fails to do so will fail the degree.

 

PROGRAMME: FINANCIAL MATHEMATICS

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 203182

Curriculum N810P: BMI (Financial Mathematics - following Hons BSc N611P)

 

Please note that all BMI post graduate programmes are presented in English.

 

This curriculum consists of the following modules divided into two semesters: 

Module code

Descriptive name

Credits

First Semester

 

BWIN812

Pricing of Derivatives B

24

BWIN815

Industry Integration Project

32

 

Elective Module#

16

 

Elective Module#

16

Second Semester

 

BWIB821

Data Mining Techniques

12

BWIR826

Industry Directed Research Project

80

Total number of credits in curriculum

180

#The elective module in the first semester is chosen from the modules in the following table.

Module code

Descriptive name

Credits

BWIN811

Practical Risk Management SAS RD

16

BWIN816

Modern Portfolio Theory 

16

BWIN817

Retail Credit Risk

16

 

The integrated assessment of this curriculum takes place during the assessment of the module BWIR826. 

Please note that due to the nature of the BMI industry directed research   projects (BWIR826) all projects have to be completed before the end of the academic year. A student who fails to do so will fail the degree.

 

PROGRAMME: BUSINESS MATHEMATICS AND INFORMATICS

(With Specialisation in Business Analytics)

CENTRE: BUSINESS MATHEMATICS AND INFORMATICS

Qualification code: 203183

Curriculum N811P:  BMI Business Analytics (following Hons BSc N612P)

 

Please note that all BMI post graduate programmes are presented in English. This curriculum consists of the following modules that are divided into two semesters: 

Module code

Descriptive name

Credits

First Semester

 

BWIB818

Business Intelligence

16

BWIN817

Retail Credit Risk

16

BWIN815

Industry Integration Project

32

Second Semester

 

BWIB821

Data Mining Techniques

12

BWIB822

Contemporary Issues in Business Analytics

12

BWIB823

Multiple Criteria Decision Making

12

BWIR826

Industry Directed Research Project

80

Total number of credits in curriculum

180

 

The integrated assessment of this curriculum takes place during the assessment of the module BWIR826.

Please note that due to the nature of the BMI industry directed research projects (BWIR826) all projects have to be completed before the end of the academic year. A student who fails to do so will fail the degree.

 

 

Post Doctoral

PhD Qualification information are available from the Unit of Business Mathematics and Informatics (UBMI)