相关专题
爱丁堡大学计算数学金融理学硕士是一个新开设的课程，侧重于数学金融学理论及计算方法的教学，着力于实际计算金融学能力的培养。
o 数学或相关专业如统计学、物理学、工程专业2：1学位
o 拥有相关的编程经验
o 雅思总分6.5，单科不低于6
o 该课程有两个方向：金融方向和计算方向
o 必修课(两个方向相同)：
Stochastic Analysis in Finance
Discrete-Time Finance
Finance， Risk and Uncertainty
Object-Oriented Programming with Applications
Risk-Neutral Asset Pricing
Stochastic Control and Dynamic Asset allocation
Monte Carlo Methods
Research-Linked Topics
o 选修课(计算方向)
Numerical Methods for Stochastic Differential Equations [compulsory]
Numerical Partial Differential Equations [compulsory]
Programming Skills - HPC MSc
Parallel Numerical Algorithms - HPC MSc
o 选修课(金融方向)
Financial Risk Theory [compulsory]
Optimization Methods in Finance [compulsory]
Advanced Time Series Econometrics
Credit Scoring
Computing for Operational Research and Finance
Financial Risk Management
Stochastic Optimization