Financial Mathematics

Interview with Tim Johnson (Heriot Watt) about what it's like to be a financial mathematician. The interview was part of a Meet the Mathematicians event held at the Royal Society of Edinburgh.

Category:

Science & Technology

Tags:

• Heriot Watt
• maths
• mathematics
• math
• financial
• economics
• deficit

[goulisama]

Optional courses ◦ Statistical Methods ◦ Deterministic Optimization Methods in Finance ◦ Financial Econometrics ◦ Modern Portfolio Theory ◦ Numerical Techniques for PDEs ◦ Optimization Methods in Finance ◦ Simulation ◦ Time Series Analysis is it good?any better suggestion?

[goulisama]

With your experience how do you judge the following one year program

Core courses:Derivatives Markets, Discrete-Time Finance,Financial Markets,Special Topics 1,Stochastic Analysis in Finance I ,Credit Risk Management ,Derivative Pricing and Financial Modelling ,Special Topics 2,Stochastic Analysis in Finance II

Optional courses:(around 2 to 3)

[goulisama]

i have taken my degree in math and i am thinking for a master in mathematical finance (not a phd at least yet).On which lessons should i emphasize because i have seen differences between the masters of England and USA on math-finance.

Also, is there demand on mf or should i focus instead on a simple statistical or economical master?