This interdisciplinary programme is delivered by Lancaster University Management School (Economics, Accounting and Finance and Management Science) and Lancaster’s Faculty of Science and Technology (Maths and Statistics).
Structure
The Quantitative Finance degree is made up of eight core modules, three optional modules culminating in a dissertation.
Core Modules Financial Stochastic Processes
Statistical Methods for Financial and Economic Applications C++ Programming for Quantitative Finance Spreadsheet Modelling for Quantitative Finance Financial Markets
Optimization with Financial Applications Derivatives Pricing Economics for Money, Banking and Finance
Optional Modules
Assessing Financial Risk: Extreme Value Methods Business Forecasting Financial Econometrics International Money and Finance International Banking Behavioural Finance
Data Mining for Marketing, Sales and Finance
Dissertation In the Summer Term students undertake a dissertation which provides an opportunity to apply research techniques and relevant theory to a specific research topic. Students can choose a dissertation topic from any one of the four participating departments: Accounting and Finance; Economics, Management Science; or Mathematics and Statistics.
PgDip in Economics
Director of Studies: Dr Hilary Ingham. Duration: 9 months full-time. Entry Requirements: An upper second class honours degree, or its equivalent, in a non-economics subject, which must have some quantitative (mathematics and statistics) content. Assessment: Combination of coursework and examination. IELTS: 7.0 min or TOEFL 600 (paper-based test), 250 (computer-based test), 100 (internet-based test). Funding: See page 213. Further Information:
www.lums.lancs.ac.uk/dipecon
The Graduate Diploma in Economics is a one-year full-time conversion programme providing a rigorous training in Economics for graduates who do not have an Economics background at undergraduate level.
In addition to providing a comprehensive coverage of economic theory and quantitative methods, the programme also offers you the opportunity to study courses based on contemporary economic issues such as Industrial Organisation and Economic Growth and Development.
The course provides an excellent entry route onto any one of the MSc programmes in Economics.
130 The Management School RESEARCH AREAS
Human Resource Economics Prof Steve Bradley, Prof Geraint Johnes, Prof Ian Walker, Dr Colin Green, Dr Hilary Ingham, Dr JiII Johnes and Dr Rob Simmons.
The group’s research focuses on quantitative analysis in three major areas: the operation of the labour market; the performance of the education sector and the impact of education and training on labour market outcomes; and the comparative analysis of labour market policies in a variety of European countries. Much of this work has been funded by bodies such as the ESRC, Nuffield and Leverhulme foundations.
Steve Bradley has undertaken extensive work on the school- to-work transition. He has recently completed a major investigation of efficiency within search and matching models of the labour market jointly with Manchester University.
Colin Green has investigated the incidence of over- education among migrants.
Hilary Ingham’s work in this area focuses on industrial relations in the EU accession countries and has attracted funding from, among other sources, DfID.
Geraint Johnes works on labour market discrimination and, with JiII Johnes, has conducted numerous studies of costs and efficiency in educational institutions.
Rob Simmons has developed particular expertise in the economics of sport. Much of his work involves the testing of labour market theories in this sphere.
Ian Walker’s work focuses on a range of labour market issues, including: the link between human capital, the returns on education and labour productivity; the UK welfare system of child support; married women in the labour market; and lotteries.
RESEARCH DEGREES We welcome suitably qualified candidates for MPhil/PhD interested in conducting research in any of our main areas of academic specialisation.
MPhil/PhD
Research Director: Professor David Peel. Entry Requirements: Normally the MRes in International Business (Economics), the MRes in Money, Banking and Finance or a similarly equivalent and relevant Masters degree plus a viable research proposal. Overseas applicants may be required to take the Princeton Graduate Record Examination in Economics (GRE) or GMAT. Assessment: Original research and thesis. IELTS: Typically 7.0 or TOEFL 600 (paper-based test), 250 (computer-based test), 100 (internet-based test). Funding: ORS, ESRC, LUMS and Departmental Studentships. Further Information:
www.lums.lancs.ac.uk/departments/economics
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