The Degree Committee for the Faculty of Business and Management give notice that in the academical year 2007-08 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 twelve research exercises) and | |
| MP0-1A Quantitative research methods - advanced (assessed by twelve research exercises) | |
| (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) |
| 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) |
| 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) |
| MF40 | International financial econometrics (assessed by two-hour class test) |
| MM2 | Information systems (assessed by two-hour class test) |
| MM4 | Strategic management (assessed by 2,000-word essay, plus one-hour seminar presentation) |
| MM10 | Globalization and the impact of global big business (assessed by 4,000-word essay) |
| 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 - uncertainty and real options in systems design (assessed by 1,500-word essay plus modelling exercise over four weeks) |
Advanced financial models (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 analysis of partial differential equations (one three-hour written examination)