University of Edinburgh

University of Edinburgh

Financial Mathematics

This programme provides students with expertise in financial mathematics, including stochastic calculus, and a range of practical techniques for analysing financial markets; students also learn quantitative skills for developing and managing risk that are in high demand since the recent financial crisis.

Entry requirements

The minimum entry requirement is a UK 2.1 degree, or its international equivalent, in mathematics or a mathematical subject such as statistics, physics or engineering; applicants whose 1st language is not English require: IELTS 6.5 (with at least 6.0 in each module); TOEFL internet-based test 92 (with at least 20 in each module); PTE 61 (with at least 56 in each of the communicative skills sections); or CPE grade C or CAE grade B.

Course modules

Core modules include: credit risk modelling; derivatives markets; derivative pricing and financial modelling; discrete-time finance; financial markets; special topics 1; special topics 2; stochastic analysis in finance 1; stochastic analysis in finance 2. Optional modules include: deterministic optimization methods in finance; financial econometrics; modern portfolio theory; numerical techniques of partial differential equations; optimization methods in finance; simulation; statistical methods; statistical inference; time series analysis.

Assessment methods

Dissertation.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time September 2016 GBP 20,700 per Year 1 (England) 1 years
MSc Full-time September 2016 GBP 24,100 per Year 1 (International) 1 years
MSc Full-time September 2016 GBP 20,700 per Year 1 (Northern Ireland) 1 years
MSc Full-time September 2016 GBP 20,700 per Year 1 (Scotland) 1 years
MSc Full-time September 2016 GBP 20,700 per Year 1 (Wales) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
University of Edinburgh Edinburgh EH8 9JU Scotland

Get in touch

Remember to mention TARGETpostgrad when contacting universities.

Key information

Contact: 
Programme Secretary
Telephone number: 
0131 650 4885