Birkbeck, University of London

Birkbeck, University of London

Mathematical Finance

The market for postgraduate training in quantitative finance is evolving, with a change in the skillset that employers demand. Birkbeck's MSc Mathematical Finance 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

You take one compulsory 30-credit module - Mathematical and Numerical Methods - and complete a 30-credit dissertation. The dissertation allows you to pursue an empirical or theoretical study on a topic of your choice under the supervision of an academic within the department. You also choose option modules to a total of 90 credits, which can include any approved mathematics or finance option module at Level 7 from across the Department of Economics, Mathematics and Statistics. Compulsory module: Mathematical and Numerical Methods Option modules: Credit Risk Management; Financial Econometrics I; Financial Econometrics II; Forecasting Economic and Financial Time Series; Market Risk Management; Pricing; Quantitative Techniques. Msc Mathematical Finance dissertation: Dissertation MSc Finance.

Assessment methods

Usually around 80% of the assessment is unseen examinations, typically held in January or June. The other 20% 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.

Qualifications

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 evening October 2018 GBP 8,975 per Year 1 (International) 2 Years
MSc Part-time evening 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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Key information

Contact: 
My Birkbeck Student Centre
Telephone number: 
02076316316