MSc in Financial Mathematics

We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2022/23. However, there may be changes to these modules in response to COVID-19, staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.

We’ll do our best to provide as much optional choice as we can, but timetabling constraints mean it may not be possible to take some module combinations. The structure of a small number of courses means that the order of modules or the streams you choose may determine whether modules are core or optional. This means that your core modules or options may differ from what’s shown below.

Core modules

Core modules are taken by all students on the course. They give you a solid grounding in your chosen subject and prepare you to explore the topics that interest you most.

All year

• Dissertation (Financial Mathematics)

Autumn teaching

• Corporate Finance
• Financial computing with MATLAB
• Financial Mathematics (L.7)

Spring teaching

• Financial and Time Series Econometrics
• Financial Portfolio Analysis
• Mathematical Models in Finance and Industry

Options

Alongside your core modules, you can choose options to broaden your horizons and tailor your course to your interests. This list gives you a flavour of our options, which are kept under review and may change, for example in response to student feedback or the latest research.

While it’s our aim for students to take their preferred combinations of options, this can’t be guaranteed and will be subject to timetabling. Options may be grouped and if so, students will be able to choose a set number of options from the selection available in any particular group.

Autumn teaching

• Advanced Numerical Analysis (L.7)
• Functional Analysis (L.7)
• Introduction to Mathematical Biology
• Linear Statistical Models
• Measure and Integration (L.7)
• Partial Differential Equations
• Probability Models
• Programming in C++
• Programming through Python
• Topology and Advanced Analysis (L7)

Spring teaching

• Advanced Partial Differential Equations (L.7)
• Continuum Mechanics
• Cryptography (L.7)
• Dynamical Systems
• Financial Invest & Corp Risk Analysis
• Finite Element Analysis
• Monte Carlo Simulations
• Numerical Solution of Partial Differential Equations (L.7)
• Perturbation theory and calculus of variations
• Random processes (L.7)
• Statistical Inference (L.7)

Our graduates are well prepared for versatile jobs such as:

• Financial software developer
• Actuary
• Investment banker
• Quantitative analyst