The Degree Committee for the Faculty of Business and Management give notice that in the academical year 2005-06 the subjects for examination in Finance for the M.Phil. Degree will be as listed below. The method of examination is shown for each subject.
(1) Either | |
S300 | Econometrics (three-hour written examination and 4,000-word project, plus two-hour mid-course paper (can count for 25% of the total mark) (The S300 module carries double weight) |
or | |
MP0-1 | Quantitative research methods (assessed by 3,000-word project) and |
MP0-1A | Quantitative research methods - Advanced (assessed by 3,000-word project) |
(2) MF2 | Principles of finance (two-hour written examination) |
One of the following shall be taken as a Group 1 subject. The remaining subjects may be selected as Group 2 (optional papers).
S403 | Theory of finance (three-hour written examination) |
MF14 | Topics in empirical finance (assessed by two 2,000-word essays, plus optional one-hour seminar presentation) |
MF3 | Financial reporting and capital markets (assessed by two 2,000-word essays, plus optional one-hour seminar presentation) |
S402 | Microeconomics for finance (two-hour written examination plus optional two-hour mid-course paper) |
MF1 | Introduction to financial reporting (assessed by two-hour class test) |
MM10 | Globalization and the impact of global big business (assessed by 5,000-word essay) |
TPE5 | Distribution networks (assessed by 4,000-word essay plus half-hour seminar presentation) |
TPE6 | Strategic valuation - uncertainty and real options in systems design (assessed by 2,000-word essay, plus computational modelling exercise over four weeks) |
MM2 | Information systems (assessed by two-hour class test) |
MM4 | Strategic management (assessed by 2,000-word essay, plus one-hour seminar presentation) |
MM20 | Environment and sustainability (assessed by 3,000-word essay, plus one-hour seminar presentation) |
MM30 | Marketing (assessed by two-hour class test) |
Advanced financial models (one three-hour written examination)
Optimal investment (one two-hour written examination)
Advanced probability (one three-hour written examination)
Actuarial statistics (one two-hour written examination)
Stochastic calculus and applications (one three-hour written examination)
Time series and Monte Carlo inference (one three-hour written examination)
Mathematics of operational research (one three-hour written examination)
Numerical solution of differential equations (one three-hour written examination)