The Degree Committee for the Faculty of Business and Management give notice that in the academical year 2006-07 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 (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 3,000-word project) and
MP0-1A Quantitative research methods - advanced (assessed by 3,000-word project)
(2) MF2 Principles of finance (two-hour written examination)
(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 (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 (one two-hour written examination) |
| S402 | Microeconomics for finance (two-hour written examination plus optional two-hour mid-course paper) |
| MF1 | Introduction to financial reporting (assessed by two-hour class test) |
| MF3 | Financial reporting and capital markets (assessed by two 2,000-word essays, plus optional one-hour seminar 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) |
| TPE5 | Distribution networks (assessed by 4,000-word essay plus half-hour seminar presentation) |
| TPE6 | Strategic valuation - uncertainty and real options in systems design (assessed by 1,500-word essay plus modelling exercise over four weeks) |
| TPE8 | System dynamics for policy and management (assessed by 3,000 word project, three 1,000-word essays, plus presentation) |
| 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) |
Advanced financial models (one three-hour written examination)
Advanced probability (one three-hour written examination)
Actuarial statistics (one two-hour written examination)
Stochastic calculus and applications (one three-hour written examination)
Time series and Monte Carlo inference (one three-hour written examination)
Numerical solution of differential equations (one three-hour written examination)