MSc Applicable Mathematics

About the MSc programme

This programme is based in the Department of Mathematics and offers the following benefits:

• Study in a leading university, renowned for its research and teaching programmes.
• Increased knowledge of mathematics, in particular in the following areas: algorithms, game theory, discrete mathematics, probability and stochastics, optimisation (dependent on option choices).
• Emphasis on algorithms and computational techniques.
• Opportunity to improve personal skills, including logical reasoning, quantitative analysis, independent learning and the presentation of technical results.
• Preparation for a range of careers in industry, finance, government and research.
• Opportunity to take courses in related disciplines such as economics, finance, operational research and statistics.

Applicants should normally possess at least an upper second class honours degree in a mathematically based subject from a UK university, or an equivalent qualification from overseas. Candidates with degrees in scientific, engineering or social science subjects will be considered, provided that they have a strong background in the concepts and techniques of mathematics. Prior knowledge of computational mathematics and social science applications is not required.

All courses are half units unless otherwise stated, and students will study modules to value of four full units. This means that the teaching on each half unit lasts for roughly ten weeks, with lectures, and classes or seminars. The average number of taught contact hours is approximately 12 hours per week (depending on the course modules chosen). Lecturers also offer weekly office hours. In addition, you will undertake a project, equivalent to a full unit, in an appropriate branch of mathematics, and present your work in the form of a dissertation.

The Department's relatively small size enables us to pay greater attention to individual students' needs.

Compulsory courses

(* half unit)

• Algorithms and Computation*
• Dissertation in Mathematics

Options 

Mathematics - choose three from:

• Computational Learning Theory and Neural Networks*
• Continuous-Time Optimisation*
• Discrete Mathematics and Complexity*
• Functional Analysis and its Applications* 
• Games of Incomplete Information*
• Game Theory*
• Information, Communication and Cryptography*
• Preferences, Optimal Portfolio Choice, and Equilibrium* 
• Probability and Measure*
• Search Games*
• Stochastic Analysis*

Social Sciences - choose to the value of one full unit from:

• Advanced Microeconomics 
• Econometric Analysis 
• Derivatives*
• Financial Risk Analysis*
• Quantitative Methods for Finance and Risk Analysis* 
• Principles of Finance 
• Social Choice Theory and Democracy* 
• Combinatorial Optimisation* 
• Auctions and Game Theory* 
• Computer Modelling: Applied Statistics and Simulation*  
• Mathematical Programming: Theory and Algorithms* 
• Model Building in Mathematical Programming*
• Modelling in Applied Statistics and Simulation* 
• Techniques of Operational Research*
• Non-Linear Dynamics and the Analysis of Real Time Series* 
• Stochastic Processes* 
• Time Series* 
• Another half unit in mathematics or any other course with the agreement of the MSc Programme Director and the teacher responsible for the course