Department of Mathematical Sciences Programme Catalogue 2024/25
TSMA-AFM25: MSc in Financial Mathematics with Data Science
Route: MSc Financial Mathematics with Data Science
Leading to the award of MASTER OF SCIENCE IN FINANCIAL MATHEMATICS WITH DATA SCIENCE
Mode of Attendance: Full-time
[Page last updated: 15 August 2024]
Applicable assessment regulations: | NFAAR-PGT - https://www.bath.ac.uk/publications/nfaar-pgt-and-appendices/ |
Applicable NFAAR appendices: | Appendix 11 |
Approved exemptions: | None |
Programme progression requirement: | 50% |
Total taught and dissertation/project credits: | Taught Credits: 60; Dissertation Credits: 30 |
Please consult your course handbook or contact your Director of Studies for further information on assessment regulations
Dissertation Period: Project/Dissertation Units
Compulsory Units:
Unit Code | Title | |
| MA50300 | Dissertation | 30 Credits |
Semester 1: Taught Units
Compulsory Units:
Unit Code | Title | |
| MA50290 | Applied machine learning | 6 Credits |
| MA50291 | Programming for data science | 12 Credits |
| MA50297 | Discrete time finance | 6 Credits |
| MA50299 | Risk, randomness and optimisation | 6 Credits |
Semester 2: Taught Units
Compulsory Units:
Unit Code | Title | |
| MA50261 | Research project preparation | 6 Credits |
| MA50263 | Mathematics of machine learning | 6 Credits |
| MA50295 | Advanced mathematics and data science techniques for finance | 6 Credits |
| MA50296 | Continuous time finance | 6 Credits |
| MA50298 | Monte Carlo methods for finance | 6 Credits |
Notes: - Courses and units may be changed in accordance with normal University procedures.
- This course catalogue is applicable for all years of study for the 2024/25 academic year only. Students continuing their studies into 2025/26 and beyond should not assume that this programme, or its component units, will be delivered in future years in the format displayed here.
- Assessment regulations are subject to review and update. Links given here will provide access to the latest versions of documentation. The regulations described in this documentation may not necessarily be those which applied in previous academic years. For detailed information on how assessment regulations were applied to this course in previous academic years, please contact the relevant Director of Studies.
- Availability of units is subject to constraints such as staff availability, minimum and maximum group sizes, and timetabling factors as well as a student's ability to meet any pre-requisite rules.
- Find out more about these and other important University terms and conditions here.
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