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Financial Mathematics
|MSc
|Part Time, Full Time
| Admissions status: OpenSTRUCTURE OVERVIEW
Core programme content
Eight lecture modules including:
- Applied Probability & Stochastics;
- Risk Neutral Valuation;
- Financial Markets;
- Stochastic Analysis;
- Distribution Theory;
- Numerical & Computational Methods in Finance;
- Interest Rate & Foreign Exchange Dynamics;
- Exotic Derivatives;
- Risk in Finance;
- Credit Risk Management;
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.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