University of Sussex

University of Sussex

Financial Mathematics

This course is designed to cover the main aspects of quantitative finance including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background. The course includes topics such as interest rate theory, arbitrage theory, GARCH models, corporate finance, the Black-Scholes model and numerical analysis, programming in C and Java, and the use of mathematical computing software. Some options offer probability and statistical theory, which are essential for further development of the mathematical analysis of financial problems.

Entry requirements

A 1st- or upper 2nd-Class undergraduate Honours degree in a subject normally with a high mathematics content. Applicants with a degree in mathematics, finance, economics, business, science, engineering or computing are ideally suited to this course but other subjects, combined with suitable experience, can also be considered.

Course modules

Autumn term: Corporate and international finance; financial computing with MATLAB; financial mathematics; and an option chosen from a wide range of mathematics or computing modules. Spring term: Financial portfolio analysis; financial and time series econometrics; math models in finance and industry; topics in financial risk analysis, and an option chosen from mathematics modules. Summer term: MSc dissertation (usually in banking risk assessment or investment risk assessment).

Assessment methods

Assessment methods vary, with a mixture of unseen examinations and dissertation/projects.

Qualifications

Qualification Study mode Start month Fee Course duration
MSc Full-time October 2016 GBP 8,150 per Year 1 (England) 1 years
MSc Full-time October 2016 GBP 15,350 per Year 1 (International) 1 years
MSc Full-time October 2016 GBP 8,150 per Year 1 (Northern Ireland) 1 years
MSc Full-time October 2016 GBP 8,150 per Year 1 (Scotland) 1 years
MSc Full-time October 2016 GBP 8,150 per Year 1 (Wales) 1 years

Campus details

Campus name Town Postcode Region Main campus Campus Partner
Sussex House Brighton BN1 9RH South East

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01273 873254