City University of Hong Kong

MSc Financial Mathematics and Statistics 理學碩士(金融數學與統計)

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  • Certificate Available

Course Information

Registration period
Year-round Recruitment
Price
HKD 8,200
(Tuition Fee HK$8,200 per credit)
Study Mode
Duration
2 Year(s)
Language
Cantonese
Location
-
Certificate
  • Available
  • *The delivery and distribution of the certificate are subject to the policies and arrangements of the course provider.
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Course Overview

Programme Aims and Objectives

Introduction

The programme emphasizes the development of students’ ability to evaluate and develop financial business and statistical models. It also provides students with the theoretical knowledge necessary for complex financial and insurance operations. Furthermore, the programme enhances their mathematical and computational skills in Financial Mathematics and Risk Management.

Graduates should be able to price various modern financial and insurance products and to assess and manage financial and insurance risks. The programme will significantly enhance the competitiveness of our graduates in the job market. It is expected that students majoring in areas like Financial Engineering, Actuarial Science, Mathematics, Statistics, Physics, Engineering, Computing and Information Technology, as well as professionals from both finance and insurance industries will benefit from this master degree programme.

What You’ll Learn

Course Description

Students are required to complete a minimum of 30 or 31 credit units.

Course Type   

  • Core courses   15 credit units
  • Elective            15 or 16 credit units
  • Total                  30 or 31 credit units

Students are required to take the following core courses and select courses from a pool of elective courses listed below:

Cores

Financial Mathematics in Derivative Markets
Statistical Data Analysis
Stochastic Analysis in Finance
Advanced Stochastic Analysis in Finance
Statistical Modelling for Data Mining

Electives

Applied Partial Differential Equations
Numerical Partial Differential Equations
Project (1 credit unit)
Dissertation (6 credit units)
Stochastic Interest Rate Models
Programming and Computing in Financial Engineering
Introduction to Statistical Learning
Special Topics
Statistical Analysis of Financial Big Data
Statistical Methods and Calibration in Finance and Actuarial Science
Corporate Finance (Department of Economics and Finance)
Credit Risk Management (Department of Economics and Finance)
Times Series Analysis (Department of Biostatistics)

* All courses to be offered or not will be subject to host department's final decision and may vary from term to term.



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