Financial Mathematics
Master
In London
Description
-
Type
Master
-
Location
London
The Financial Mathematics MSc programme enables graduates and professionals with a strong mathematical background to research, develop and apply quantitative and computational techniques to investment and risk management. Based in the Department of Mathematics, this course has a superb reputation for research-led teaching and strong links to industry.
The course information sheet is a printable version of the information on this web page, which you can download here.
A rigorous approach to quantitative finance taught entirely by the Department of Mathematics.
In-depth coverage of the skills needed for working in the financial, actuarial or related industry: probability theory, optimisation, statistics and computer implementation.
Unrivalled facilities in central London with City of London's financial centre close by, and with access to live market data in our Bloomberg Data Laboratory.
Flexible study programme offering the opportunity to study part-time.
King’s is a member of the London Graduate School in Mathematical Finance which provides advanced courses for students who wish to push beyond the MSc core syllabus.
Lecturers on the programme have extensive experience in consulting and work for financial companies and institutions such as Bank of Finland, Commerzbank, Deutsche Bank, Goldman Sachs, ION Trading, Standard Chartered Bank and Winton Capital Management.
Facilities
Location
Start date
Start date
Reviews
Subjects
- Risk
- Statistics
- Mathematics
- Financial Mathematics
- Finance
- Financial
- Industry
- IT risk
- Financial Training
- GCSE Mathematics
- Probability
Course programme
Year 1 Required Modules
- Courses are divided into modules. Each year you are required to take modules totalling 180 credits
- MSc Financial Mathematics Project (60 credits)
- Probability Theory (15 credits)
- Risk Neutral Valuation (15 credits)
- Stochastic Analysis (15 credits)
- Interest Rate and Credit Risk (15 credits)
Optional supportive module
- Mathematical Analysis for Financial Mathematics (0 credits)
Optional modules
Additionally, students choose modules totalling 60 credits from a range of that may typically include:
- Financial Markets (15 credits)
- Statistics in Finance (15 credits)
- Recent Topics in Financial Mathematics (15 credits)
- Incomplete Markets (15 credits)
- C++ for Financial Mathematics (15 credits)
- Exotic Derivatives (15 credits)
- Risk in Finance (15 credits)
King’s College London reviews the modules offered on a regular basis to provide up-to-date, innovative and relevant programmes of study. Therefore, modules offered may change. We suggest that you keep an eye on the course finder on our website for updates.
Financial Mathematics