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Prospective Students
- Undergraduate:
- BSc Computer Science
- MEng Computer Science
- MEng International
- MEng Mathematical Computation
- Specialist Postgraduate:
- MSc CSML
- MSc CGVI
- MSc FRMan
- MSc FRM
- MSc FSE
- MSc HCIErg
- MSc ISec
- MSc ML
- MSc NCS
- MSc SSE
- MSc Web Sci BDA
- MRes Web Science
- MSc ICT Innovation
- Generalist Postgraduate:
- MSc Computer Science
- MSc Financial Computing
- Research:
- PhD Programme
- EngD Programme
- UK PhD Centre in Financial Computing
- UCL SECReT
Current Students
- Undergraduate Programmes
- First Year
- Second Year
- Third Year
- Fourth Year
- International Programme
- Affiliate Students
- Non-CS Students
- Specialist MSc Programmes
- MSc CSML
- MSc CGVI
- MSc FRM
- MSc FSE
- MSc HCI-E
- MSc ISec
- MSc ML
- MSc NCS
- MSc SSE
- Generalist MSc Programmes
- MSc CS
- MSc FC
- Research Degrees
- EngD VEIV
- MPhil/PhD
- PhD in FC
- Further Information
- Student Information
- Undergraduate Information
- Syllabus Information
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Course Information

The programme lasts for one calendar year formally starting in the last week of September. The programme is full time consisting of taught components which are usually examined in the Third Term (Monday 22 April 2013 - Friday 7 June 2013). The programme normally consists of 4 compulsory components, 4 optional components, plus an individual project. Each component corresponds to approximately 30 hours of lectures.

1. Taught modules

All students take 4 core modules and 4 optional modules. The 4 core modules are:

Students will normally select their 4 options from the list below. Options available might differ in any one year:

Introductory Programming (COMPGC01)
Financial Institutions and Markets (COMPGS06)
Quantitative and Computational Finance (MATHGM21)
Numerical Analysis for Finance (MATHGF01)
Advanced Stochastic Analysis and Models (MATHGF02)
Equities, Foreign Exchange and Commodities Modelling (MATHGF03)
Programming & Mathematical Methods for Machine Learning (COMPGI07)
Interest Rates and Credit Modelling (COMPG003)
Applied Computational Finance in C++/Mathematica (COMPG002)
Statistical Inference (STATG012)
Supervised Learning (COMPGI01)
Complex Networks and Web (COMPGW01)
Information Retrieval & Data Mining (COMPGI15)
Financial Information Systems (COMPGS07)

2. Thesis

The thesis (MATHGF99) is an in-depth independent research project carried out under the supervision of a member of academic staff. This project culminates in a written report of 10,000 words.

Teaching and learning

The programme is delivered through a combination of lectures, seminars, tutorials and project work. Modules are assessed by coursework in Terms 1 and 2, and by written examinations at the start of Term 3.

After the examinations, students then concentrate on their research projects. The project is assessed by a written report and (optional) oral examination.