Financial Mathematics MSc

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Comments about Financial Mathematics MSc - At the institution - Edinburgh - Scotland

  • Entry requirements
    Entry Requirements Usually a good degree in Mathematics or Statistics, or a subject with substantial mathematical content from a British or overseas university.
  • Academic title
    Financial Mathematics MSc
  • Course description
    Duration

    This full-time taught course lasts one year.

    Overview

    This masters programme covers the advanced mathematics that has revolutionised finance since the works of Black and Scholes and of Merton in the early seventies. The revolution continues to this day and this programme is aimed squarely at those students who are passionate about mathematics and driven to make a career amongst the many and varied financial institutions throughout the world.

    The course, which is part of the Maxwell Institute for Mathematical Sciences, the joint research institute of mathematical sciences at the University of Edinburgh and Heriot-Watt University, provides an intensive training in the mathematical ideas and tools vital to the finance industry. By developing essential new mathematical concepts, especially in stochastic calculus, and placing the mathematics in the contexts of financial markets, modelling, derivative pricing, portfolio theory and risk management, the course equips students for a range of lucrative and exciting career opportunities. 

    SUBJECTS COVERED

        * Financial Markets
        * Financial Econometrics
        * Financial Risk Management
        * Modern Portfolio Theory
        * Derivatives Markets
        * Credit Risk Management
        * Time Series Analysis
        * Introduction to Credit Derivatives
        * Derivative Pricing and Financial Modelling
        * Mathematical Programming
        * Numerical Methods for PDEs
        * Simulation
        * Statistical Methods
        * Stochastic Processes I and II

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