Course summary
This programme in statistics and computational finance aims to train students to work as professional statisticians, not only at the interface between statistics and finance, but to provide skills applicable in sociology, health science, medical science, biology, and other scientific areas where data analysis is needed. The emphasis of the programme is on data analysis. It will equip students with contemporary statistical ideas and methodologies as well as advanced knowledge, which will make students very competitive to industry, academic and governmental institutions. There are excellent career prospects for employment in industry and the public sector for our graduates.
Modules
Module includes: Advanced regression analysis; mathematical methods of finance; portfolio theory and risk management; financial time series; stochastic calculus and Black-Scholes theory; advanced multivariate analysis. Optional modules: Survival analysis (M Level); statistics for insurance; computational finance; statistical modelling and practical data analysis with R; C++ programming with applications in finance.
Assessment method
https://www.york.ac.uk/maths/postgraduate/pg-taught-courses/msc-statistics-computational-finance/
How to apply
International applicants
https://www.york.ac.uk/study/international/
Entry requirements
https://www.york.ac.uk/maths/postgraduate/pg-taught-courses/msc-statistics-computational-finance/
Fees and funding
Tuition fees
| Republic of Ireland | £14990 | Year 1 |
| EU | £30030 | Year 1 |
| England | £14990 | Year 1 |
| Northern Ireland | £14990 | Year 1 |
| Scotland | £14990 | Year 1 |
| Wales | £14990 | Year 1 |
| Channel Islands | £14990 | Year 1 |
| International | £30030 | Year 1 |
Additional fee information
For additional information please see our web pages at: https://www.york.ac.uk/study/postgraduate-taught/fees/
Sponsorship information
A range of scholarships and studentships are available at postgraduate level. Some scholarships are funded by the University (such as the York Master's Opportunity Scholarship) and some are funded by Research Councils, alumni, businesses and charities. Please check with the provider for details.
Provider information
University of York
Heslington
York
YO10 5DD