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In addition, students take five further courses chosen from the following: Financial Markets; Stochastic Analysis; Distribution Theory; Numerical and Computational Methods in Finance; Exotic Derivatives; Risk in Financce; Credit Risk Management; 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.
Financial Mathematics
|MSc
|Part Time, Full Time
| Admissions status: OpenPURPOSE
For 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 courses chosen from the following: Financial Markets; Stochastic Analysis; Distribution Theory; Numerical and Computational Methods in Finance; Exotic Derivatives; Risk in Financce; Credit Risk Management; 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.
KEY FACTS
Programme leader/s
Professor Damiano Brigo
Awarding institution
King's College London
Credit value (UK/ECTS equivalent)
UK 180/ECTS 90
Duration
One year FT, two years PT, September to September.
Location
Strand Campus.
Student destinations
Our graduates are highly sought after by investment banks, corporate risk management units, insurance companies, fund
management institutions, financial regulatory bodies, brokerage firms, and trading companies. Some graduates have pursued research degrees in financial mathematics.
Year of entry 2012
Offered by
Mathematics Research MPhil/PhD (Applied Mathematics, Pure Mathematics), option of joint PhD with HKU