Upper second class honours degree in a subject with a high mathematical content
Months of entry
The programme provides graduates with strong mathematical skills, necessary computational techniques and finance background that are relevant to subsequent employment in a sector.
This programme is aimed at those students wishing to develop their mathematical skills, computational techniques and knowledge of finance in order to lead to employment in a range of finance sectors such as investment banks, hedge funds, insurance companies and the finance departments of large corporations where mathematics plays a key role.
We have built partnerships with a number of financial companies, including European investment companies based in the UK, and also overseas, such as Yong'An Futures Broker Co. Ltd in China.
The depth of the mathematics taught enables graduates to pursue research careers in stochastic analysis, financial mathematics or other relevant areas.
The period October to June is devoted to lectures, tutorials and practical sessions comprising the core and optional modules. This is followed by a period of about 14 weeks devoted to an individual project.
Core study areas include measure theory and martingales, stochastic models in finance, stochastic calculus and theory of stochastic pricing and a research project.
Optional study areas include programming and numerical methods, regular and chaotic dynamics, financial economics, functional analysis, elements of PDEs, static and dynamic optimisation, asset management and derivatives, and corporate finance.Programme modules
- Introduction to Measure Theory and Martingales
- Stochastic Models in Finance
Optional Modules (choose two)
- Programming and Numerical Methods
- Regular and Chaotic Dynamics
- Financial Economics
- Stochastic Calculus and Theory of Stochastic Pricing
- Research Project
Optional Modules (choose three)
- Functional Analysis
- Elements of PDEs
- Static and Dynamic Optimisation
- Either Asset Management and Derivatives or Corporate Finance
Information for international students
English Language requirements: overall 6.5 with not less than 6.0 in the individual Listening, Reading, Writing and Speaking tests or TOEFL (ibt) 92 overall Listening 21, Reading 21, Writing 22 and Speaking 22. http://www.lboro.ac.uk/international/englang/index.htm
Fees and funding
Qualification and course duration
Course contact details
- Postgraduate Admissions
- +44 (0)1509 222496