The Degree Committee for the Faculty of Business and Management give notice that in the academical year 2008-09 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.
(1) Either
S300 Econometrics (assessed by 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 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 ) | MP0-2 Qualitative research methods (assessed by 2,000-word essay) |
(4) | 12,000-word dissertation (counts as three modules) |
S402 | Microeconomics for finance (assessed by two-hour written examination, plus optional two-hour mid-course paper) |
S403 | Asset pricing (assessed by three-hour written examination) |
MF12 | Topics in corporate finance (assessed by 4,000-word essay) |
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) |
MF1 | Introduction to financial reporting (assessed by two-hour class test, plus team presentation) |
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) |
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) |
TPE6 | Strategic valuation (assessed by project consisting of written report and associated spreadsheet model) |
MFin13 | Credit derivatives (assessed by course-work) |
MFin14 | Fixed income analysis (assessed by course-work) |
MFin17 | New venture financing (assessed by course-work) |
Advanced financial models (assessed by one three-hour written examination)
Optimal investment (assessed by one two-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)
Mathematics of operational research (assessed by one three-hour written examination)