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.



Home/EU: £8,910
International: £16,715

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

  • Financial Mathematics I
  • Financial Mathematics II
  • Financial Risk
  • Scientific Computing
  • Computational Methods for Partial Differential Equations
  • plus either Advanced C++ Programming
  • or Practical Programming

Plus one option module from:

  • Models
  • Mortality
  • Advanced Readings in Mathematics
  • Statistics
  • Operations Research
  • Principles of Finance

Plus one option module from:

  • Advanced Readings in Mathematics
  • Generalised Linear Models
  • Data Mining and Neural Networks
  • Further Statistics
  • International Money and Finance
  • Financial Market Microstructure and Trading
  • Financial Risk Management

Plus your individual project

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.


MSc Financial Maths Admissions
Department of Mathematics
T. 0116 252 3896

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