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Mathematics

The programme provides graduates with strong mathematical skills, necessary computational techniques and finance background that are relevant to subsequent employment in a sector of finance such as investment banks, hedge funds, insurance companies and the finance departments of large corporations, where mathematics has played a key role in these industries.

The depth of the mathematics taught should enable graduates to pursue research careers in stochastic analysis, financial mathematics or other relevant areas. The period October to June is  devoted to lectures, tutorials and practical sessions comprising the core and optional modules. This is followed by a period of about 14 weeks devoted to an individual project.

Compulsory Modules

Semester 1

• Theory of Integration and Martingales
• Stochastic Models in Finance

 Optional Modules (choose 2)

• Programming and Numerical Methods
• Regular and Chaotic Dynamics
• Financial Economics

 Semester 2

• Stochastic Calculus and Theory of Stochastic Pricing
• Research Project

 Optional Modules (choose 3)

• Functional Analysis
• Elements of PDEs
• Static and Dynamic Optimisation
• Either Asset Management and Derivatives or Corporate Finance

Assessment

Combination of written examinations, reports, individual and group projects, and verbal presentations.

Entry Qualification*

Upper second class honours degree in a subject with a high mathematical content.

Careers and Further Study

These programmes may lead to a wide range of employment within industry, the financial sectors, and research establishments. They may also provide an ideal background for postgraduate research in Stochastic Analysis, Probability Theory, Mathematical Finance and other relevant areas.

Scholarships and Sponsorships

A number of part-fee studentships may be available to appropriately qualified international students.

*Note: Entrance requirements are in addition to the General entrance requirements

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