Master of Science in Mathematical Finance
Programme Director: Prof Ng Kwok Po
 

The aim of the programme is to provide an opportunity of further education for working professionals in the field of Mathematical Finance and Financial Markets, and to offer well-motivated individuals a path for career conversion into the field of Mathematical Finance and Financial Markets. Students acquire a solid foundation in the principles of Mathematical Finance and Financial Markets, and a wealth of knowledge of software packages and their applications.

The programme teachers are either from the Department of Mathematics, Hong Kong Baptist University or from the Kent Business School, University of Kent. The faculty members in the Department of Mathematics of Hong Kong Baptist University have a very strong background in Mathematical Finance and Statistics. The University of Kent has an excellent international reputation and Kent Business School has a very strong faculty in both teaching and research. Their experience and expertise, in particular in the area of business and management would give us the strength in practical, operational and managerial areas.

Students will study in both universities in three semesters. In the first semester (from January to May), students will study in Hong Kong Baptist University. In the second semester (from September to December) and third semester (from January to May), students will study in University of Kent.

Students are required to take and pass all 13 courses in three semesters and obtain a cumulative GPA of at least 2.50 to qualify for the two MSc degrees:

 
1. Master of Science in Mathematical Finance (conferred by Hong Kong Baptist University)
2. Master of Science in Financial Markets (conferred by University of Kent)
 
The structure of the curriculum is as follows:
 
I) Core Courses 39 units
    ¢w¢w¢w¢w¢w¢w¢w
    39 units
 
Requirements
 
I. Required Courses 39 units
Semester 1  
  MFFM 7010 Topics in Probability Theory & Stochastic Processes 3 units
  MFFM 7020 Derivatives I 3 units
  MFFM 7030 Computational Finance 3 units
  MFFM 7040 Time Series Analysis 3 units
  MFFM 7050 Mathematical Finance 3 units
  Semester 2  
  MFFM 7060 Derivatives II 3 units
  MFFM 7070 Data Management & Simulation 3 units
  MFFM 7090 Finance Management 3 units
  MFFM 7100 Risk Management 3 units
  Semester 3 3 units
  MFFM 7080 Fixed Income Markets 3 units
  MFFM 7110 Financial Engineering with Applications 3 units
  MFFM 7120 Advanced Security & Investment Theory 3 units
  MFFM 7130 Legal, Regulatory & Ethical Aspects of Financial Engineering 3 units
        ¢w¢w¢w¢w¢w¢w
        39 units
 
 
©2014 Hong Kong Baptist University
Source: Calendar/Bulletin 2014-2015
Last modified: August 2014