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.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time September 2016 GBP 22,380 per Year 1 (Northern Ireland) 1 years
MSc Full-time September 2016 GBP 22,380 per Year 1 (Scotland) 1 years
MSc Full-time September 2016 GBP 22,380 per Year 1 (Wales) 1 years
MSc Full-time September 2016 GBP 22,380 per Year 1 (England) 1 years
MSc Full-time September 2016 GBP 25,140 per Year 1 (International) 1 years
MSc Part-time September 2016 - 2 years

Campus details

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

Get in touch

Remember to mention TARGETpostgrad when contacting universities.

Key information

Contact: 
Programme Administrator
Telephone number: 
020 7679 3501