Financial Mathematics MSc

Postgraduate

In Currie

Price on request

Description

  • Type

    Postgraduate

  • Location

    Currie (Scotland)

  • Start date

    Different dates available

Home Postgraduate study Actuarial Mathematics and Statistics Financial MathematicsFinancial Mathematics MScHow to apply »DeliveryFull-timeProgramme typeTaughtStudy locationEdinburghEntry dateSeptemberOverviewProgramme contentEntry requirementsFees & scholarshipsOverviewThis programme covers the advanced mathematics that has revolutionised finance since the works of Black, Scholes and Merton in the early 1970's. It is aimed at students who are passionate about mathematics and driven to make a career amongst the many and varied financial institutions throughout the world. The programme is part of the Maxwell Institute for Mathematical Sciences, the joint research institute of mathematical sciences at the University of Edinburgh and Heriot-Watt University, and provides an intensive training in the mathematical ideas and tools vital to the finance industry. By developing essential new mathematical concepts, especially in stochastic calculus, and placing the mathematics in the contexts of financial markets, derivative pricing and credit risk, the programme equips students for a range of exciting and potentially lucrative career opportunities. Programme duration This full-time taught MSc programme lasts for 12 months. This programme is delivered jointly between Heriot-Watt University and the University of Edinburgh. This allows students to enjoy the benefits of being a fully enrolled student at both univerities and access to all the services and facilities provided by each. Teaching is delivered by renowned academics from both Heriot-Watt and the University of Edinburgh who are experts in their field and classes will take place across both university campuses. The MSc degree is awarded jointly by Heriot-Watt and the University of Edinburgh and successful students will receive a degree certificate with both universities named as the awarding bodies. The application process is currently being administered by Heriot-Watt University and...

Facilities

Location

Start date

Currie (Midlothian/Edinburghshire)
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Edinburgh Campus, Riccarton, EH14 4AS

Start date

Different dates availableEnrolment now open

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Course programme

Overview

This programme covers the advanced mathematics that has revolutionised finance since the works of Black, Scholes and Merton in the early 1970's. It is aimed at students who are passionate about mathematics and driven to make a career amongst the many and varied financial institutions throughout the world.

The programme is part of the Maxwell Institute for Mathematical Sciences, the joint research institute of mathematical sciences at the University of Edinburgh and Heriot-Watt University, and provides an intensive training in the mathematical ideas and tools vital to the finance industry. By developing essential new mathematical concepts, especially in stochastic calculus, and placing the mathematics in the contexts of financial markets, derivative pricing and credit risk, the programme equips students for a range of exciting and potentially lucrative career opportunities.

Programme duration

This full-time taught MSc programme lasts for 12 months.

This programme is delivered jointly between Heriot-Watt University and the University of Edinburgh. This allows students to enjoy the benefits of being a fully enrolled student at both univerities and access to all the services and facilities provided by each.

Teaching is delivered by renowned academics from both Heriot-Watt and the University of Edinburgh who are experts in their field and classes will take place across both university campuses.

The MSc degree is awarded jointly by Heriot-Watt and the University of Edinburgh and successful students will receive a degree certificate with both universities named as the awarding bodies.

The application process is currently being administered by Heriot-Watt University and accommodation will therefore be offered in our university managed accommodation.

Additional information

Programme contentCore courses: Derivatives Markets Derivative Pricing and Financial Modelling Financial Markets Discrete-Time Finance Stochastic Analysis in finance Credit Risk Modelling Special Topics, including industry lead projects Options: Statistical Methods Financial Econometrics Time Series Analysis Modern Portfolio Theory Optimisation Methods in Finance Numerical Methods for PDEs Simulation in Finance Deterministic Optimisation Methods in Finance For more detailed course descriptions, please visit our current student website

Financial Mathematics MSc

Price on request