Imperial College London
Mathematics and Finance
The course prepares introduces students to the more mathematical areas of pricing theory and risk management; students are given industry-based placements in: Banks; consultancies; insurance; or software companies.
An Honours degree in mathematics or related subject; all applicants whose 1st language is not English require: GCSE, IGCSE, GCE O-level or equivalent at grade C; or Cambridge certificate of proficiency in English (CPE) at grade C; or IELTS score of 7.0 with a score of 6.5 or better in the written and speaking section; or TOEFL paper minimum score of 610 (test of written English (TWE) of 4.5 or more); or TOEFL computer minimum score of 250 (TWE of 4.5 or more); or TOEFL internet minimum score of 100 overall, including a minimum of 24 in the written section and a minimum of 22 in the speaking section.
Modules include: Stochastic processes; theory of finance; mathematical finance: an introduction to option pricing theory; computing in c++ i: programming in c; advanced methods in derivatives pricing; quantitative risk management; interest rate models; computing in c++ ii: object oriented programming. Optional modules: statistical methods in finance; fixed income markets; advanced credit risk modelling; simulation methods for finance; L�vy processes and stochastic volatility; advanced methods in volatility modelling; numerical methods for finance.
Assessment includes a supervised thesis.
Self- or employer-funded.
|Qualification||Study mode||Start month||Fee||Course duration|
|MSc||Full-time||£ 27,600 per Whole course (home fees)||1 years|
|MSc||Full-time||£ 27,600 per Whole course (overseas fees)||1 years|
|MSc||Part-time||£ 13,800 per Academic year (home fees)||2 years|
|MSc||Part-time||£ 13,800 per Academic year (overseas fees)||2 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|South Kensington Campus||Kensington and Chelsea||SW7 2AZ||South East|
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