The Degree Committee for the Faculty of Business and Management give notice that in the academical year 2008-09 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 (assessed by three-hour written examination and 4,000-word project, plus two-hour mid-course paper) (can count for 28% of the total mark) (the S300 module carries double weight) |
or
| MP0-1 Quantitative research methods (assessed by four workbooks of research exercises) and | |
| MP0-1A Quantitative research methods - advanced (assessed by four workbooks of research exercises) |
| (2) | MF2 Principles of finance (assessed by two-hour written examination, plus group project comprising written report and presentation) |
| (3) | Two of the following shall be taken as a Group 1 subject. The remaining subjects may be selected as Group 2 (optional papers). |
| S403 | Asset pricing (assessed by three-hour written examination) |
| MF14 | Topics in empirical finance (assessed by two 2,000-word essays, plus optional one-hour seminar presentation) |
| MF12 | Topics in corporate finance (assessed by 4,000-word essay) |
| MAT3 | Optimal investment (assessed by one two-hour written examination) |
| MFin13 | Credit derivatives (assessed by course-work) |
| MFin14 | Fixed income analysis (assessed by course-work) |
| S402 | Microeconomics for finance (assessed by two-hour written examination, plus optional two-hour mid-course paper) |
| MF1 | Introduction to financial reporting (assessed by two-hour class test, plus team presentation) |
| MF3 | Financial reporting and capital markets (assessed by two 2,000-word essays) |
| MF40 | International financial econometrics (assessed by two-hour class test) |
| MM10 | Globalization and the impact of global big business (assessed by 4,000-word essay) |
| TPE6 | Strategic valuation (assessed by project consisting of written report and associated spreadsheet model) |
| 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) |
| MFin17 | New venture financing (assessed by course-work) |
Advanced financial models (assessed by one three-hour written examination)
Actuarial statistics (assessed by one two-hour written examination)
Stochastic calculus and applications (assessed by one three-hour written examination)
Time series and Monte Carlo inference (assessed by one three-hour written examination)
Numerical analysis of partial differential equations (assessed by one three-hour written examination)