Introductory week followed by core courses: stochastic calculus; financial derivatives; numerical methods; statistics and financial data analysis; financial computing with C++ in each of the first two terms; deep learning; quantitative risk management; stochastic control; fixed income. Four electives complete the taught programme. Third-term dissertation, potentially prepared in connection with an industry internship.
Included for its quantitative statistics and computational components. The downloaded examination release also includes associated social-science papers.[ref]
Five core modules: applied statistics; foundations of statistical inference; statistical programming; computational statistics; statistical machine learning. Four option units are also required. The central page labels its option examples as 2025–26, so they are not presented here as a guaranteed current list. Compulsory dissertation, with the main work taking place from June to September.
R (programming language) 2026-10-24
R is a programming language and environment for statistics, data analysis and graphics. For matrix algorithms, drop = FALSE preserves dimensions when extracting submatrices. To choose an element uniformly from a possibly singleton numeric vector indices, use indices[sample.int(length(indices), 1L)]: sample(indices, 1L) has a special interpretation when its first argument is a single positive number. Official documentation: Extraction and the drop argument and Sampling, including the singleton numeric argument rule.
Students take three introductory subjects from the published list, including Probability theory and statistics. The branches represent the available subjects, not five compulsory modules.
SB1 applied and computational statistics is compulsory; students must also take at least two units from SB2 and SB3.
Statistics options and a compulsory statistics-project dissertation, with mathematics options available under the course rules.