Financial Mathematics and Computation - MSc

Duration and mode of study

One year full-time and two years part-time.

Start Dates

October each year.

Entry requirements

Normally at least a good second class honours degree in Mathematics, Physics, or Engineering.

Fees

2013/2014 - Home/EU: £8,160 International: £15,305
2014/2015 - Home/EU: £8,525 International: £15,995

Course aims

To acquire knowledge and understanding of financial mathematics and computational techniques for finance that will equip programme graduates to enter competitively the pool of potential employees of investment banks and other financial institutions; to be able to formulate problems from finance in mathematical terms, select and develop an appropriate numerical method, write a computer program to numerically approximate the problem, and present and interpret these results for a potential client.

Course modules

Core:

  • Financial Mathematics I
  • Financial Mathematics II
  • C++ Programming
  • Financial Risk
  • Scientific Computing
  • Computational Methods for Partial Differential Equations
  • Dissertation

Option modules (two from the following including at least one from Mathematics):

  • Operational Research
  • Actuarial Mathematics
  • Generalised Linear Models
  • Data Mining
  • Advanced Methods of Derivative Pricing
  • Game Theory
  • International Money and Finance
  • Financial Econometrics
  • Corporate Finance

(Option modules are subject to availability in each particular year. Course titles and content are subject to change.)

Teaching and assessment methods

The modules are taught using a variety of methods including lectures, seminars and computer practicals. A mixture of coursework assignments, oral presentations and written examinations is used to assess the programme.

Contact

MSc Financial Maths Admissions
Department of Mathematics
T. 0116 252 3896
mathspg@le.ac.uk
www.le.ac.uk/mathematics

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