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MSc Financial Mathematics

  • DeadlineStudy Details: 1 year - 2 years

Masters Degree Description

The financial services industry places great emphasis on raising the level of mathematics used in banks in applications to pricing, hedging and risk management. This MSc provides students with the skills necessary in mathematics, statistics and computation for a career in this fast-developing field.

Entry Requirements

A minimum of an upper second-class Bachelor's degree in a relevant discipline from a UK university or an overseas qualification of an equivalent standard.

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Fees

For fees and funding options, please visit website to find out more

Programme Funding

UCL offers a range of financial awards aimed at assisting both prospective and current students with their studies.

Student Destinations

According to data from the 2017-2023 Graduate Outcomes Surveys ( UCL Graduate Outcomes Survey data ), graduates from our programmes predominantly secure employment in the financial sector, including roles in banking, insurance, consulting, investment, and data analysis. They have achieved mostly highly-skilled positions both in the UK and internationally. Additionally, some of our graduates pursue academic excellence, obtaining doctoral positions at prestigious institutions worldwide.

Module Details

Compulsory modules

  • Financial Mathematics Dissertation
  • Asset Pricing in Continuous Time (Masters level)
  • Finance and Numerics
  • Market Risk and Portfolio Theory
  • Statistical Methods and Data Analytics for Finance
  • Stochastic Processes
  • Mathematics and Statistics of Algorithmic Trading
  • Interest Rates and Credit Modelling
  • Mathematical Climate Finance
  • Applied Computational Finance
  • Forecasting
  • Quantitative Operational Risk Modelling

Optional modules

  • Stochastic Processes
  • Mathematics and Statistics of Algorithmic Trading
  • Interest Rates and Credit Modelling
  • Mathematical Climate Finance
  • Applied Computational Finance
  • Forecasting
  • Quantitative Operational Risk Modelling
  • reasonable adjustments
  • Student Support and Wellbeing Services
  • UCL Student Support and Wellbeing Services
  • AccessAble
  • UCL Student Support and Wellbeing Services.

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