Course unit details
During the course you will be taking 180 credits in all. The eight taught units during semester one and two total 120 credits and consists of both compulsory and optional taught units which can be viewed in the list below.  

Over the summer period, you will carry out your Research Dissertation, worth 60 credits. The dissertation gives you the opportunity to apply what you have learned in the taught part of the course.  Our topics are aligned with the research interests of leading financial institutions from the City of London and internationally.

Examples of recent dissertation project topics include:

Approximation of CVA/DVA/FVA
FVA and MM - quantitative analysis/illustration Continuous rainbow options on commodity outputs
Investigating dynamics and determinants of risk-neutral PDs
Using hazard models to forecast corporate bankruptcy
Analysing asset pricing implications from real options models
Pricing sovereign CDS contracts
Estimating liquidation probabilities of hedge funds
Course unit list
The course unit details given below are subject to change, and are the latest example of the curriculum available on this course of study.

Title	Code	Credit rating	Mandatory/optional
Interest Rate Derivatives	BMAN63012	15	Mandatory
Derivative Securities	BMAN70141	15	Mandatory
Asset Pricing Theory	BMAN70381	15	Mandatory
Time Series Econometrics	BMAN71122	15	Mandatory
Stochastic Calculus for Finance	BMAN71541	15	Mandatory
Credit Risk Measurement and Management	BMAN71572	15	Mandatory
Risk, Performance and Decision Analysis	BMAN60092	15	Optional
Corporate Finance	BMAN71152	15	Optional
Simulation & Risk Analysis	BMAN73942	15	Optional
Computational Finance	MATH60082	15	Optional
Generalised Linear Models and Survival Analysis	MATH68052	15	Optional
Scientific Computing	MATH69111	15	Optional