Master Financial Mathematics

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Comments about Master Financial Mathematics - At the institution - London - Greater London

  • Objectives
    The part-time programme is designed to be compatible with the needs of those already working in the financial sector. Covers principles and techniques of quantitative finance to prepare students for advanced work in the financial sector or research in mathematical finance.
  • Entry requirements
    students or professionals with a strong mathematical background.
  • Academic title
    MSc Financial Mathematics
  • Course description
    Programme description

    - Course spans an entire range of topics from fundamental mathematics through to applied computation.
    - Asset classes covered include equity, foreign exchange fixed income and credit.
    - Full accredited Masters' programme in an environment close to the City of London, with study on a part-time or full-time basis.

    Students take the three compulsory modules:

    Applied Probability and Stochastics; Risk-Neutral Valuation; Interest Rate and Foreign Exchange Dynamics

    and five further courses chosen from the following:

    Financial Markets; Stochastic Analysis; Distribution Theory;
    Numerical and Computational Methods in Finance; Exotic Derivatives; Portfolio Risk Management; Credit Risk Management; Martingales;Applied Computational Finance

    Subject to approval, selected options from the MSc in Mathematics may be included. Following written examinations, you will carry out a three-month research project and write a report on a topic in Financial Mathematics.

    Programme format and assessment

    At least eight taught modules assessed by written examinations and one individual project of approximately 10,000 words.

    Two prizes are normally awarded each year for best overall performance in the MSc in Financial Mathematics.


    One year FT, two years PT, September to September.

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