Loughborough University

Loughborough University

Mathematical Finance

The programme provides graduates with the strong mathematical skills, plus the necessary computational techniques and finance background, relevant to subsequent employment in a sector of finance such as investment banks, hedge funds, insurance companies and the finance departments of large corporations where mathematics plays a key role.

Entry requirements

Upper 2nd Class Honours degree in a subject with a high mathematical content.

Course modules

Semester 1: core modules; theory of integration and martingales; stochastic models in finance; optional modules (choose 2); programming and numerical methods; regular and chaotic dynamics; financial economics. Semester 2: core modules; stochastic calculus and theory of stochastic pricing; research project; optional modules (choose 3); functional analysis; elements of PDEs; static and dynamic optimisation; either asset management and derivatives or corporate finance.

Assessment methods

A combination of written examinations, reports, individual and group projects, and verbal presentations.


Qualification Study mode Fee Course duration
MSc Full-time - 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Loughborough University Loughborough LE11 3TU East Midlands

Key information

Postgraduate Enquiries
Telephone number: 
01509 222496