Core programme content
Indicative non-core content
- Applied Probability and Stochastics
- Interest Rate and Foreign Exchange Dynamics
- Risk Neutral Valuation.
- Advanced Reading Module in Mathematics
- Asset Pricing
- Credit Risk Management
- Financial Markets
- Numerical and Computational Methods
- Optimisation and Computational Finance
- Risk in Finance
- Stochastic Analysis
- Statistics in Finance.
FORMAT AND ASSESSMENT
At least eight taught modules assessed by written examinations and one individual project. Two prizes are normally awarded each year for best overall performance in the MSc in Financial Mathematics.
Professor Teemu Pennanen
King's College London
Credit value (UK/ECTS equivalent)
UK 180/ECTS 90
One year FT, two years PT, September to September.
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. Recent employers of our graduates include, Capital Investment, Credit Suisse, European Bank for Reconstruction & Development, Fitch Ratings, HSBC and Morgan & Stanley. Some graduates have pursued research degrees in financial mathematics.
Year of entry 2013