University of Leicester

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.

Entry requirements

2.1 degree (or equivalent) in maths, sciences, or engineering. We will consider a 2.1 degree in a social science (e.g. economics) on an individual basis, depending on the amount of mathematical subjects applicants have covered. Applicants will need a fairly solid background in maths including an understanding of calculus, linear algebra, ordinary differential equations, probability and statistics.

Course modules

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.

Assessment methods

A mixture of coursework assignments, oral presentations and written examinations is used to assess the programme.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time October 2016 GBP 17,465 per Year 1 (International) 1 years
MSc Full-time October 2016 GBP 9,310 per Year 1 (Northern Ireland) 1 years
MSc Full-time October 2016 GBP 9,310 per Year 1 (Scotland) 1 years
MSc Full-time October 2016 GBP 9,310 per Year 1 (Wales) 1 years
MSc Full-time October 2016 GBP 9,310 per Year 1 (EU) 1 years
MSc Full-time October 2016 GBP 9,310 per Year 1 (England) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
University of Leicester Leicester LE1 7RH East Midlands

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