Taught course

Mathematical Finance

Institution
Birkbeck, University of London · Economics, Mathematics and Statistics
Qualifications
MSc

Entry requirements

The normal entry requirement is a second-class honours degree from a UK university, or overseas equivalent, in a quantitative subject such as mathematics, physics, statistics, economics or engineering.

Alternatively, a merit or higher in a Graduate Diploma in economics, mathematics or statistics would be suitable. Work experience will be taken into account. Graduates from other disciplines such as computer science will be accepted if their degree contains a major quantitative element.

In some circumstances students are admitted with a first degree that is less than the 2:1 standard, provided that their subsequent work experience and/or education and training is deemed to have brought them to an equivalent standard.

Months of entry

October

Course content

The market for postgraduate training in quantitative finance is evolving, with a change in the skillset that employers demand. Birkbeck's MSc Mathematical Finance offers advanced training in quantitative skills used in modern financial institutions, including most notably valuation of securities, and measurement and management of portfolio risks, enabling you to seek employment in financial institutions, including regulator bodies.

You will be trained in programming, numerical methods and statistics, and given a grounding in pricing and risk management techniques. A key feature is the emphasis on computational methods and implementation of the pricing and risk management techniques learnt. You will complete modules in programming, numerical methods and financial statistics, and many topics are illustrated by computer examples.

The programme is demanding and challenging; applicants should have strong intellectual ability and be willing to work hard.

We offer a range of postgraduate programmes in finance, so if you are unsure which is right for you, then read an overview of each programme.

Information for international students

If English is not your first language or you have not previously studied in English, our usual requirement is the equivalent of an International English Language Testing System (IELTS Academic Test) score of 6.5, with not less than 6.0 in each of the sub-tests.

Qualification, course duration and attendance options

  • MSc
    full time
    12 months
    • Campus-based learningis available for this qualification
    part time
    24 months
    • Campus-based learningis available for this qualification

Course contact details

Name
Student Advice Service
Email
studentadvice@bbk.ac.uk
Phone
+44(0) 20 3907 0700