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| Level | Credits | Term | Type |
|---|---|---|---|
| 6 or 7 | 15 | 1 | Departmental |
Module description
This module aims to introduce mathematical concepts and tools used in the finance industry, in particular stochastic models and techniques used for financial modelling and derivative pricing.
Further details are available in the STAT0013 UCL Module Catalogue entry.
Standard prerequisites
ECON0019, SESS0023 or STAT0005
Registration process
Undergraduates
STAT0013 is offered as an elective. Prospective elective students who have taken one of the standard prerequisites should simply register for STAT0013 on Portico and await a decision. Prospective elective students who do not satisfy the standard prerequisiters must additionally consult a member of staff in the Department of Statistical Science.
Postgraduates
STAT0013 is specified as a formal option within the MSc Computational Statistics and Machine Learning programme. Students from this programme should simply register for STAT0013 on Portico and await a decision. It is not necessary to register separately with a member of staff in the Department of Statistical Science (successful admission to the programme already demonstrates that the prerequisites can be met).
STAT0013 is also offered as an elective. All potential elective students must consult a member of staff in the Department of Statistical Science, who will confirm whether they have the necessary prerequisites.
Other considerations
Students may not select both STAT0013 and MATH0031 Financial Mathematics.