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STAT0018 Stochastic Methods in Finance II

LevelCreditsTermType
6 or 7152Departmental

Module description

This module aims to explore advanced topics in finance via mathematical and statistical methods in order to gain a better understanding of optimal decision making, risk management and derivative pricing techniques.

Further details are available in the STAT0018 UCL Module Catalogue entry.

Standard prerequisites

STAT0013 or MATH0031

Registration process

Undergraduates

STAT0018 is offered as an elective. Prospective elective students who have taken one of the standard prerequisites should simply register for STAT0018 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

STAT0018 is specified as a formal option within the MSc Computational Statistics and Machine Learning programme. Any such student who has taken one of the standard prerequisites should simply register for STAT0018 on Portico and await a decision. CSML students who do not satisfy the standard prerequisites must additionally consult a member of staff in the Department of Statistical Science.

STAT0018 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.