Cambridge University Reporter


Examination in Financial Research for the degree of Master of Philosophy, 2005-06: Notice

The Degree Committee for the Faculty of Business and Management give notice that in the academical year 2005-06 the subjects for examination in Financial Research for the M.Phil. Degree will be as listed below. The method of examination is shown for each subject.

Group 1 (Compulsory subjects)

(1)  Either
S300Econometrics (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
MP0-1Quantitative research methods (assessed by 3,000-word project) and
MP0-1AQuantitative research methods - Advanced (assessed by 3,000-word project)
 
(2)  MF2Principles of finance (two-hour written examination)
(3)  MP0-2Qualitative research methods (assessed by 2,000-word essay)

Group 2 (Optional papers)

S402Microeconomics for finance (two-hour written examination plus optional two-hour mid-course paper)
S403Theory of finance (three-hour written examination)
MF14Topics in empirical finance (assessed by two 2,000-word essays, plus optional one-hour seminar presentation)
MF3Financial reporting and capital markets (assessed by two 2,000-word essays, plus optional one-hour seminar presentation)
MF1Introduction to financial reporting (assessed by two-hour class test)
MM10Globalization and the impact of global big business (assessed by 5,000-word essay)
MM2 Information systems (assessed by two-hour class test)
MM4 Strategic management (assessed by 2,000-word essay, plus one-hour seminar presentation)
MM20Environment and sustainability (assessed by 3,000-word essay, plus one-hour seminar presentation)
MM30Marketing (assessed by two-hour class test)
TPE5Distribution networks (assessed by 4,000-word essay plus half-hour seminar presentation)
TPE6Strategic valuation - uncertainty and real options in systems design (assessed by 2,000-word essay plus computational modelling exercise over four weeks)

Papers from Part III of the Mathematical Tripos:

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)