Research course

Stochastic Processes: Theory and Application

Institution
Swansea University · College of Science
Qualifications
MRes

Entry requirements

A 2:1 Honours degree or equivalent in Mathematics, Computer Science or Engineering. IELTS 6.0 (with a minimum of 5.5 in each component) or equivalent English test.

Months of entry

September

Course content

The Department of Mathematics hosts one of the strongest research groups in probability theory, especially in stochastic processes, in the UK. The senior members of this group are world leaders in their fields.This course is delivered through optional modules for the taught element followed by a large research project that contributes to the field in an explicit way, rather than merely applying existing knowledge.

Topics typically include:

  • Stochastic Calculus based on Brownian Motion
  • Levy processes and more general jump processes
  • The advanced Black-Scholes theory
  • Theory and numerics of parabolic differential equations
  • Java programming

Information for international students

Since its foundation in 1920, Swansea University has embraced opportunities to think globally. The vibrant mix of nationalities and cultures on campus greatly enriches our learning and teaching environment. We understand the type of support our international students need to help them settle into student life in a new country.

Fees and funding

You may be eligible for funding to help support your study. To find out more about scholarships, bursaries and other funding opportunities that are available please visit the University's scholarships and bursaries page: www.swansea.ac.uk/postgraduate/scholarships

Qualification and course duration

MRes

part time
24 months
full time
12 months

Course contact details

Name
Mathematics Admissions Office
Email
maths-admissions@swansea.ac.uk
Phone
+44 (0)1792 295142