Imperial College London

Imperial College London

Mathematical Finance

Research areas include: Analysis of complex financial instruments such as convertible bonds and collateralised debt obligations; computational finance; default risk models for correlated default events and pricing of securities with credit-risk; finite-dimensional models for the term structure of interest rates; models of stochastic volatility; stochastic methods of finance, general theory of processes, stochastic differential equations, malliavin calculus; valuation and risk management in incomplete markets.

Entry requirements

A 2.1 Honours degree or Master's degree in a relevant subject.


Qualification Study mode Start month Fee Course duration
PhD Full-time £ 3,466 per Academic year (home fees) 3 years
PhD Full-time £ 17,000 per Academic year (overseas fees) 3 years
DIC Full-time - 1 years
MPhil Full-time - 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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Key information

Telephone number: 
02075 948031