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