City, University of London

City, University of London

Financial Mathematics

This course gives students the tools necessary to undertake high-quality research in both financial and academic institutions; they acquire an in-depth knowledge and understanding of financial mathematics, which includes financial mathematical theory and modelling, along with probability theory and programming which is then applied for asset pricing, modelling interest rates and risk management; the course is rigorous with respect to the mathematics but also places great emphasis on linking theory with real world developments.

Entry requirements

Upper 2nd Class degree in mathematics, statistics, physics, actuarial science, engineering or economics (with substantial mathematics content).

Course modules

Asset pricing; numerical methods 1: foundations; mathematical models for financial derivatives; stochastic calculus; fixed income securities; numerical methods 2: applications in finance; risk analysis; advanced stochastic modelling methods in finance; 5 electives or 1 elective and a business research project: hedge funds; exotic options; equity investment; technical analysis and trading options; advanced financial engineering and credit; fixed income arbitrage and trading; behavioural finance; MATLAB; visual basic.


Qualification Study mode Fee Course duration
MSc Full-time £ 23,000 per Academic year (home fees) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Northampton Square Islington EC1V 0HB South East

Key information

Telephone number: 
020 7040 5060