The course consists of both taught courses and a dissertation. To complete the course you must complete 13 units. You will normally accumulate four units in core courses, three units in special topics, two units in case studies and four units in the dissertation. In addition, you will usually attend classes in mathematical modelling, practical numerical analysis and additional skills during Michaelmas term.
Core courses (usually accumulating four units)
There are four core courses which you must complete (one unit each), which each usually consist of 24 lectures, classes and a written examination. There is one course on mathematical methods and one on numerical analysis in both Michaelmas term and Hilary term.
Special topics (usually accumulating three units)
You must choose at least one special topic in the area of modelling and one in computation (one unit each). There are around 25 special topic courses to choose from, spread over all three academic terms, each usually consisting of 12 to 16 lectures and a mini project. Topics covered include mathematical biology, fluid mechanics, perturbation methods, the mathematics of data, numerical optimisation and scientific computing.
Case studies (usually accumulating two units)
You must undertake at least one case study in mathematical modelling and one in scientific computing (one unit each). These courses take place in Hilary term and normally consist of group work, an oral presentation (for mathematical modelling only) and a written report.
Dissertation (four units)
You will need to write a dissertation of around 40 to 50 pages. This is normally produced in the third term (Trinity Term) and over the long vacation. Since there is another MSc focussed on mathematical finance specifically, the MSc in Mathematical and Computational Finance, you are not permitted to undertake a dissertation in this field.
