Entry requirements

2:1 degree or overseas equivalent in mathematics or another mathematics based subject.

English standard level.

Months of entry

September

Course content

About this MSc programme

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 stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.

Department of Mathematics

The Department of Mathematics is internationally recognised for its teaching and research. The Department was submitted jointly to the 2014 Research Excellence Framework, with LSE's Department of Statistics: 84% of the research outputs of the two departments were classed as either world-leading or internationally excellent in terms of originality, significance and rigour.

Information for international students

For country-specific information regarding entry requirements, fees, and scholarships avaliable, please visit LSE's country pages.

Fees and funding

Every graduate student is charged a fee for their programme.

This programme is eligible for needs-based awards from LSE, including the Graduate Support Scheme, Master's Awards, and Anniversary Scholarships.

More information on funding and scholarships can be found on the LSE website.

Qualification and course duration

MSc

full time
10 months

Course contact details

Name
Student Recruitment Office
Email
stu.rec@lse.ac.uk
Phone
+44 (0)20 7955 6613