find your perfect postgrad program
Search our Database of 30,000 Courses

The University of Edinburgh: Computational Mathematical Finance

Institution The University of Edinburgh View institution profile
Department School of Mathematics
Web https://www.ed.ac.uk/studying
Study type Taught

Summary

The MSc in Computational Mathematical Finance (CMF) is a dynamic new programme with the aim to deliver high quality training in the theory of Mathematical Finance with strong emphasis on computational methods.

Currently graduates in this field are expected to have a working knowledge of advanced computational finance (including construction of algorithms and programming skills) as well as a sound knowledge of the theory of Probability and Stochastic Analysis. These are the core theories needed in the modern valuation of complex financial instruments.

This MSc programme delivers:

  • a flexible programme of study relevant to the needs of employers such as: top investment banks, hedge funds and asset management firms

  • a solid knowledge in financial derivative pricing, risk management and portfolio management

  • the transferable computational skills required by the modern quantitative finance world

Links with Industry

The School of Mathematics has connections with a wide number of industrial partners, organisations, charities and government departments. As an MSc student in the School you will have opportunities to engage with these external organisations through regular employability events, careers workshops, and our annual analytics challenge (whose recent partners have included Edinburgh Airport and the Data and Marketing Association). There is also the opportunity to undertake a dissertation project with an external partner.

Recent partners for industry-based dissertations in the Computational Mathematical Finance MSc include:

  • Moody’s Analytics

  • Lloyds Banking Group

  • Bank of England

  • Hymans Robertson

MSc

Edinburgh. Extraordinary futures await.

The University of Edinburgh is one of the world's top universities, consistently ranked in the world top 50, and placed 22nd in the 2024 QS World University Rankings.

Our position as one of Britain’s leading research universities was reaffirmed by the results of the 2021 Research Excellence Framework (REF). The University of Edinburgh is one of the world’s top research-intensive universities, ranked 4th in the UK for research power (Times Higher Education, Overall Ranking of Institutions), with 90% of our research activity classified as world leading or internationally excellent in the 2021 Research Excellence Framework.

Our …

View Profile

Not what you are looking for?

Browse other courses in Business studies, Finance, Science, Mathematics, Applied mathematics or Computational mathematics, or search our comprehensive database of postgrad programs.

Postgraduate Bursary Opportunity with Postgrad.com

Are you studying as a PG student at the moment or have you recently been accepted on a postgraduate program? Apply now for one of our £2000 PGS bursaries.

Click here