Financial Mathematics

Financial mathematics is for students or professionals with a strong mathematical background. It covers principles and techniques of quantitative finance to prepare you for advanced work in the financial sector or research in mathematical finance. Full- or part-time study. Our graduates are highly sought after.

KEY BENEFITS

• 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.
• An environment close to the City of London, with study on a part-time or full-time basis.
  
  

PURPOSEFor students or professionals with a strong mathematical background. 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.

DESCRIPTION

Students take the three compulsory modules: Applied Probability and Stochastics; Risk-Neutral Valuation; Interest Rate and Foreign Exchange Dynamics.

In addition, students take five further modules chosen from the following: Financial Markets; Stochastic Analysis; Statistics in Finance; Numerical and Computational Methods in Finance; Risk in Finance; Credit Risk Management; Optimisation and 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.