UCL (University College London)

UCL (University College London)

Financial Mathematics

The financial services industry place great emphasis on raising the level of mathematics used in banks in applications to pricing, hedging and risk management. This course provides students with the skills necessary in mathematics, statistics and computation for a career in this fast-developing field.

Entry requirements

A minimum of an upper 2nd Class Bachelor's degree in a relevant discipline from a UK university or an overseas qualification of an equivalent standard.

Course modules

Core modules: asset pricing in continuous time; forecasting; interest rates and credit modelling; quantitative and computational finance; options: applied computational finance; equities, foreign exchange and commodities modelling; market risk, measures and portfolio theory; mathematics and statistics of algorithmic trading; numerical analysis for finance; probability; statistical inference; stochastic processes.

Assessment methods

The programme is delivered through a combination of lectures, practical classes, tutorials and problem-solving exercises. Assessment is through written papers, coursework, examinations and the research report and presentation.


Qualification Study mode Fee Course duration
MSc Full-time £ 22,380 per Academic year (home fees) 1 years
MSc Full-time £ 25,140 per Academic year (overseas fees) 1 years
MSc Part-time - 2 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Bloomsbury Campus Camden WC1E 6BT South East

Key information

Programme Administrator
Telephone number: 
020 7679 3501