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 Financial Mathematics programme from London School of Economics and Political Science 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 stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.
This programme is ideal preparation for a range of careers in the financial sector, industry and research.
- The Mathematics of the Black and Scholes Theory
- The Foundations of Interest Rate and Credit Risk Theory
- Stochastic Processes
- Fixed Income Markets
- Computational Methods in Finance
- Programming in C++
- 10 months
Start dates & application deadlines
- StartingApply anytime.
DisciplinesFinancial Mathematics Actuarial Science View 128 other Masters in Actuarial Science in United Kingdom
- 2:1 degree or equivalent in mathematics or another mathematics-based subject
International28608 GBP/fullTuition FeeBased on the original amount of 28608 GBP for the full programme and a duration of 10 months.
EU/EEA28056 GBP/fullTuition FeeBased on the original amount of 28056 GBP for the full programme and a duration of 10 months.
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