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Masters

City St George's, University of London (formerly City)

Financial Mathematics MSc

Name: Financial Mathematics MSc
Price: £26500 GBP

CITY ST GEORGE'S, UNIVERSITY OF LONDON (FORMERLY CITY)

Bayes Business School (Formerly Cass)

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Different course options

Different course options
Key information
Course Summary
Modules
Tuition fees
Entry requirements
Department profile
University information
Location
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Different course options

Full time | Bunhill Row | 1 year | SEP-26

Study mode

Full time

Duration

1 year

Start date

SEP-26

Key information
DATA SOURCE : IDP Connect

Qualification type

MSc - Master of Science

Subject areas

Business Mathematics

Course Summary

OverviewWho is it for?Interested in learning more about financial market and some of the mathematical techniques which are applied, in particular stochastic modelling? In our MSc in Financial Mathematics programme, you will focus on the tools that allow you to develop pricing models, learn about different financial securities and how they are used in risk management or asset management.Consequently, emphasis is given to stochastic modelling and simulation techniques. You will also acquire a sound knowledge of econometrics, asset pricing, risk management and key financial securities such as equities, fixed income securities and derivatives. Finally, you will master advance programming skills in Python, Matlab and VBA. The MSc in Financial Mathematics programme focuses on mathematical concepts used by quants, including stochastic modelling, simulation techniques and econometrics. Students will learn about asset pricing, risk management, and different financial securities, including equities, fixed income and derivatives.You will be taught Python and Matlab during terms 1 and 2, and you will have the opportunity to learn VBA in the elective term.

Modules

Applied Research Tools (10 Credits) - Core

Strong research skills are a key element of development strategy for companies and institutions large and small. In particular the ability to programme and to automate procedures. This module focuses on Python as a programming language and students will learn the basics in term 1 with some applications to finance being introduced in term 2. The module introduces the main programming skills which are helpful in the financial industry. Operating on matrices, loops, conditional statements, subroutine/functions/procedures and optimisations are core skills which are being introduced in this module.

Asset Pricing (15 Credits) - Core

Derivatives (15 Credits) - Core

Foundations of Econometrics (15 Credits) - Core

Stochastic Modelling Methods in Finance (15 Credits) - Core

Advanced Stochastic Modelling (15 Credits) - Core

Fixed Income (15 Credits) - Core

Risk Analysis (15 Credits) - Core

Simulations Techniques and Financial Modelling (15 Credits) - Core

Financial Mathematics

Tuition fees

UK fees

Course fees for UK students

For this course (per year)

£26,500

International fees

Course fees for EU and international students

For this course (per year)

£33,100

Entry requirements

A UK upper second class degree or above, or the equivalent from an overseas institution. Your academic background should be in a highly quantitative subject such as mathematics, physics, engineering, economics or computer science and having covered areas such as statistics, linear algebra and calculus. Work experience is not a requirement of this course.

Department profile

City St George's, University of London (formerly City)-Overview

Dept profile

Bayes Business School, part of City, St George’s University of London, is a globally respected institution known for its excellence in business education and research. Established in 1966, it is among an elite group of schools holding Triple Crown accreditation (AACSB, AMBA, EQUIS). In 2024, the Financial Times ranked Bayes 3rd among European business schools in London and among the UK’s top 10, reinforcing its reputation for academic and...more

University information

Uni profile Get prospectus

City St George's, University of London is a leading institution, ranked 38th in the UK (Complete University Guide 2025). City St George's offers an innovative programme of undergraduate and postgraduate degree courses which uphold the university’s commitment to enhancing people’s lives through education. City St George’s, University of London educates more than 27,000 students from over 170 countries across three campuses in Clerkenwell,...more

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