Financial Mathematics

Entry requirements

A high 2:2 (55% or above) at undergraduate level in Mathematics or a subject with a strong Mathematics component such as Physics, Engineering or Computer Science.

Months of entry

September

Course content

Designed to equip you with the skills you need to launch a successful career in finance, this MSc brings together the expertise of two academic departments at Queen Mary.

This programme is taught by lecturers with considerable experience in investment banking and financial markets.

You will learn to apply a wide range of mathematical and statistical techniques to model the behaviour of the financial markets. This rigorous training will prepare you for a career in fields such as quantitative analysis, trading, financial engineering and structuring, risk management, and software development.

In addition to academic work, you will benefit from a host of extracurricular activities to help develop the key skills sought by financial institutions. For example, as well as the Microsoft Excel Specialist Certification, you will have the opportunity to undertake the prestigious Bloomberg Market Concepts certification via our trading suite.

You will gain a clear understanding of modern financial mathematics, together with a range of numerical and computational techniques that form an important part of the toolkit of a typical practitioner. This includes learning about the structure of financial instruments and the operations of the markets, foundations of mathematical modelling in finance, statistical techniques for analysing time series data, and introductory computer programming in C++.

The programme structure is flexible, so you can choose to focus on computational or mathematical modules, depending on your background, interests and future plans.

Modules include:

• Advanced Computing in Finance
• Advanced Derivatives Pricing and Risk Management
• Applied Risk Management
• Bond Market Strategies
• Continuous-time Models in Finance
• Credit Ratings
• Financial Instruments and Markets
• Financial Mathematics Project and Dissertation
• Foundations of Mathematical Modelling in Finance
• Measure Theory and Probability
• Programming in C++ for Finance
• Systematic Trading Strategies
• Time Series Analysis
• Topics in Probability and Stochastic Processes

Please note that module offerings may be subject to change.

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