Loughborough University

Loughborough University

Mathematical Finance

This programme is aimed at those students wishing to develop their mathematical skills, computational techniques and knowledge of finance in order to lead to employment in a range of finance sectors 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 (2.1) Honours degree in a subject with a high mathematical content.

Course modules

Semester 1, compulsory modules: introduction to measure theory and martingales; stochastic models in finance; optional modules (choose 2); programming and numerical methods; regular and chaotic dynamics; financial economics. Semester 2, compulsory 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 Start month Fee Course duration
MSc Full-time September 2016 - 1 years

Campus details

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

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Key information

Postgraduate Enquiries
Telephone number: 
01509 222496