12 monthsProgramme duration
24,795 GBPTuition Fee/year
17 Jul, 2026Application Deadline
SepStarting Month
Programme overview
Main Subject
Finance
Degree
MSc
Study Level
Masters
Study Mode
On Campus
Financial mathematics builds on the application of advanced concepts in modern probability theory to enable market professionals to tackle and systematically resolve a huge range of issues in the areas of pricing, hedging, risk management, and market regulation.
On this course you’ll put theory into practice by developing your numerical and computational skills to implement financial models. These are the skills you’ll need to work for a financial institution.
The course has an emphasis on:
the modelling of the dynamics of financial assets, both in equity markets and in fixed-income markets
the pricing and hedging of options and other derivatives
the quantification and management of financial risk.
The course will give you a balanced mixture of advanced mathematics (including modern probability theory and stochastic calculus), modern finance theory (including models for derivatives, interest rates, foreign exchange, equities, commodities, and credit), and computational techniques.
The teaching team includes:
Dr Elena Boguslavskaya, Professor Paresh Date, Dr Jiawei Lim, Dr Cormac Lucas, Dr Ben Parker, Professor Simon Shaw, Professor Keming Yu.
Programme overview
Main Subject
Finance
Degree
MSc
Study Level
Masters
Study Mode
On Campus
Financial mathematics builds on the application of advanced concepts in modern probability theory to enable market professionals to tackle and systematically resolve a huge range of issues in the areas of pricing, hedging, risk management, and market regulation.
On this course you’ll put theory into practice by developing your numerical and computational skills to implement financial models. These are the skills you’ll need to work for a financial institution.
The course has an emphasis on:
the modelling of the dynamics of financial assets, both in equity markets and in fixed-income markets
the pricing and hedging of options and other derivatives
the quantification and management of financial risk.
The course will give you a balanced mixture of advanced mathematics (including modern probability theory and stochastic calculus), modern finance theory (including models for derivatives, interest rates, foreign exchange, equities, commodities, and credit), and computational techniques.
The teaching team includes:
Dr Elena Boguslavskaya, Professor Paresh Date, Dr Jiawei Lim, Dr Cormac Lucas, Dr Ben Parker, Professor Simon Shaw, Professor Keming Yu.
Admission Requirements
- Candidates are required to submit references or letter(s) of recommendation for acceptance
- Candidates are required to submit an essay(s) for acceptance
Tuition fees
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