University of Leicester
Financial Mathematics and Computation
Students study the application of mathematical methods to financial markets and risk management, using advanced computer technology to predict the behaviour of the markets and suggest strategies for investment; the course covers financial mathematics and computational methods; the focus of the course is on computational techniques for finance, on mathematical modelling and on mathematical and economical theories of finance.
Normally at least a good 2nd Class Honours degree in mathematics, physics, or engineering.
Core include: financial mathematics 1; financial mathematics 2; C++ programming; financial risk; scientific computing; computational methods for partial differential equations; dissertation. Option modules (2 from the following including at least 1 from Mathematics): operational research; actuarial mathematics; generalised linear models; data mining; advanced methods of derivative pricing; game theory; international money and finance; financial econometrics; corporate finance.
A mixture of coursework assignments, oral presentations and written examinations is used to assess the programme.
|Qualification||Study mode||Fee||Course duration|
|MSc||Full-time||£ 8,910 per Academic year (home fees)||1 years|
|MSc||Full-time||£ 16,715 per Academic year (overseas fees)||1 years|
|MSc||Full-time||£ 8,910 per Academic year (EU fees)||1 years|
|Campus name||Town||Postcode||Region||Main campus||Campus||Partner|
|University of Leicester||Leicester||LE1 7RH||East Midlands|
0116 252 3896