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London School of Economics and Political Science, University of London: Financial Mathematics

Institution London School of Economics and Political Science, University of London
Department Mathematics
Web https://www.lse.ac.uk
Email stu.rec@lse.ac.uk
Telephone 020 7955 6613
Study type Taught

Summary

The programme draws on LSE's strengths in finance and related areas to provide high-level instruction in the mathematical theory underlying finance, and training in appropriate computational methods.

The MSc Financial Mathematics is based in the Department of Mathematics, and is taught in collaboration with the Department of Finance and the Department of Statistics.

The programme aims to develop your understanding of quantitative methodologies and techniques that are important for a range of jobs in investment banks and other financial institutions; to enhance your critical appreciation of major issues and emerging theory in the area of financial mathematics; and to improve your personal skills, including logical reasoning, quantitative analysis and the presentation of technical results.

In addition to compulsory courses in The Mathematics of the Black and Scholes Theory, The Foundations of Interests Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, and Computational Methods in Finance, you will choose optional courses to the value of one and a half units. Choices include quantifying risk and modelling alternative markets, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.

MSc

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