Mathematical Finance

University of Oxford

Bachelor's degree

In Oxford

Price on request

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Description

  • Type

    Bachelor's degree

  • Location

    Oxford

  • Start date

    Different dates available

Core modules establish the foundations while advanced modules cover topics such as energy and credit risk, financial risk management, robust methods and market microstructure.The core modules cover the mathematical foundations of probability, statistics and partial differential equations, stochastic calculus and martingale theory, portfolio theory, the Black-Scholes model and extensions, numerical methods (finite differences and Monte Carlo), interest rate modelling, stochastic optimisation, exotic derivatives and stochastic volatility. MATLAB is used as a practical computing language.

Facilities

Location

Start date

Oxford (Oxfordshire)
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Wellington Square, OX1 2JD

Start date

Different dates availableEnrolment now open

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Subjects

  • IT
  • Finance
  • IT risk
  • Risk

Course programme

Attendance at the four core modules is compulsory. For each module there is an assignment for which feedback and an indicative mark  is given to assist you in improving your future performance. Assessment for these compulsory modules consists of two two-hour written examinations held in September of the first year.


  • MSc in Mathematical and Computational Finance
  • DPhil in Mathematics
  • MSc in Mathematical and Theoretical Physics
  • MSc in Mathematical Modelling and Scientific Computing
  • Partial Differential Equations (EPSRC Centre for Doctoral Training)
  • Industrially Focused Mathematical Modelling (EPSRC Centre for Doctoral Training)
  • MSc in Mathematics and Foundations of Computer Science

Each of the advanced modules explores a key area in contemporary mathematical finance.  The programme of advanced modules is published in July each year, and you will be asked to register your choice of three modules. Attendance at these three assessed modules is compulsory. Advanced modules will be assessed by short ‘special project’ reports, each submitted on a subject chosen by you that is covered in the module.


You will complete a dissertation on a topic chosen in consultation with your supervisor and the Course Director. 


Industry or further research into mathematics.

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Mathematical Finance

Price on request

The best Mathematics courses

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