Imperial College London

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.

Entry requirements

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.

Course modules

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 methods

Assessment includes a supervised thesis.

Sponsorship information

Self- or employer-funded.

Qualifications

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 details

Campus name Town Postcode Region Main campus Campus Partner
South Kensington Campus Kensington and Chelsea SW7 2AZ South East

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