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Different course options

Study mode

Full time

Duration

10 months

Start date

30-SEP-24

Key information
DATA SOURCE : IDP Connect

Qualification type

MSc - Master of Science

Subject areas

Financial Modelling Mathematics For Specific Applications

Course type

Taught

Course Summary

The programme draws on LSE's strengths in finance and related areas to provide high-level instruction in the mathematical theory underlying finance, and training in appropriate computational methods.

The MSc Financial Mathematics is based in the Department of Mathematics, and is taught in collaboration with the Department of Finance and the Department of Statistics.

The programme aims to develop your understanding of quantitative methodologies and techniques that are important for a range of jobs in investment banks and other financial institutions; to enhance your critical appreciation of major issues and emerging theory in the area of financial mathematics; and to improve your personal skills, including logical reasoning, quantitative analysis and the presentation of technical results.

In addition to compulsory courses in The Mathematics of the Black and Scholes Theory, The Foundations of Interests Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, and Computational Methods in Finance, you will choose optional courses to the value of one and a half units. Choices include quantifying risk and modelling alternative markets, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.

Modules

This module focuses on recent developments in fixed income securities pricing, hedging and portfolio management.

Tuition fees

UK fees
Course fees for UK students

For this course (per year)

£35,472

International fees
Course fees for EU and international students

For this course (per year)

£36,168

Entry requirements

Upper second class honours (2:1) degree or equivalent in mathematics or another mathematics-based subject.