Birkbeck, University of London

Birkbeck, University of London

Mathematical Finance

This programme offers advanced training in quantitative skills used in modern financial institutions, including most notably valuation of securities, and measurement and management of portfolio risks, enabling you to seek employment in financial institutions, including regulator bodies. You will be trained in programming, numerical methods and statistics, and given a grounding in pricing and risk management techniques. A key feature is the emphasis on computational methods and implementation of the pricing and risk management techniques learnt. You will complete modules in programming, numerical methods and financial statistics, and many topics are illustrated by computer examples. The programme is demanding and challenging; applicants should have strong intellectual ability and be willing to work hard.

Course modules

Compulsory modules: Mathematical and numerical methods; quantitative techniques; dissertation. Optional modules: Credit risk management; financial econometrics 1; financial econometrics 2; forecasting economic and financial time series; market risk management; pricing.

Assessment methods

Usually around 80 per cent of the assessment is unseen examinations, typically held in January or June. The other 20 per cent of your assessment is via coursework to ensure that, throughout the year, you get practice and receive feedback in tackling and solving problems independently, without the time pressure of examinations.


Qualification Study mode Start month Fee Course duration
MSc Full-time October 2018 GBP 17,950 per Year 1 (International) 1 Years
MSc Full-time October 2018 GBP 13,950 per Year 1 (Home/EU) 1 Years
MSc Part-time October 2018 GBP 8,975 per Year 1 (International) 2 Years
MSc Part-time October 2018 GBP 6,975 per Year 1 (Home/EU) 2 Years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Main Site WC1E 7HX London

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