Financial Mathematics MSc

Master

In Brighton

£ 11,450 VAT inc.

Description

  • Type

    Master

  • Location

    Brighton

  • Duration

    1 Year

Understand the main aspects of quantitative finance – including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background.

Our course has been developed drawing on expertise from industry professionals. You cover topics such as:
interest-rate theory
arbitrage theory
GARCH models
corporate finance
option pricing models and numerical analysis
programming in C and Java
the use of mathematical computing software.

Facilities

Location

Start date

Brighton (East Sussex)
See map
Sussex House, BN1 9RH

Start date

On request

About this course

Our graduates have found jobs in banking (investment funds and hedge funds) and financial software companies.

Graduate destinations
92% of students in the the School of Mathematical and Physical Sciences (MPS) were in work or further study six months after graduating. Recent MPS graduates have gone on to roles including:

data engineer, QinetiQ
data scientist, Qbiz
laser systems engineer, Coherent.

You should normally have a lower second-class (2.2) undergraduate honours degree or above.

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Reviews

Subjects

  • Mathematics
  • Financial Mathematics
  • Financial
  • Programming
  • GCSE Mathematics
  • Cryptography
  • Continuum Mechanics
  • Dynamical systems
  • Functional Analysis
  • Professional

Course programme

Modules

These modules are running in the academic year 2018/19. We also plan to offer them in future academic years. They may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.

Core modules

Core modules are taken by all students on the course. They give you a solid grounding in your chosen subject and prepare you to explore the topics that interest you most.
  • Dissertation (Financial Mathematics)
  • Corporate and International Finance
  • Financial and Time Series Econometrics
  • Financial computing with MATLAB
  • Financial Mathematics
  • Financial Portfolio Analysis
  • Mathematical Models in Finance and Industry
Options

Alongside your core modules, you can choose options to broaden your horizons and tailor your course to your interests.
  • Advanced Numerical Analysis
  • Advanced Partial Differential Equations
  • Commodity and Energy Markets
  • Continuum Mechanics
  • Cryptography
  • Dynamical Systems
  • Financial Invest & Corp Risk Analysis
  • Finite Element Analysis
  • Functional Analysis
  • Introduction to Mathematical Biology
  • Linear Statistical Models
  • Measure and Integration
  • Monte Carlo Simulations
  • Numerical Solution of Partial Differential Equations
  • Object Oriented Programming
  • Optimal Control of Partial Differential Equations
  • Partial Differential Equations
  • Perturbation theory and calculus of variations
  • Probability Models
  • Programming in C++
  • Random processes
  • Statistical Inference
  • Topology and Advanced Analysis

Additional information

International students: £21,850 per year

Financial Mathematics MSc

£ 11,450 VAT inc.