Taught course

Mathematics and Computing for Finance

Institution
Swansea University · Department of Mathematics
Qualifications
MSc

Entry requirements

A 2:2 Honours degree or equivalent in Mathematics, Computer Science or Engineering. IELTS 6.0 (with a minimum of 5.5 in each component) or equivalent English test.

Months of entry

September

Course content

The MSc Mathematics and Computing for Finance course has been designed to meet the growing demand for specially trained mathematicians to work in the world’s financial markets and insurance. On the course you will study different elements of both mathematics and computing in addition to developing your communication and presentational skills through a project you will undertake. You will be fully supported to ensure that your project is best suited to support your future career plans.

Modules typically include:

  • Stochastic Processes
  • Numerics of ODEs and PDEs
  • Black-Scholes Theory
  • Differential Equations
  • Fourier Analysis
  • Itô Calculus and Stochastic Differential Equations
  • Mathematics and Computing for Finance Project

Information for international students

Since its foundation in 1920, Swansea University has embraced opportunities to think globally. The vibrant mix of nationalities and cultures on campus greatly enriches our learning and teaching environment. We understand the type of support our international students need to help them settle into student life in a new country.

Fees and funding

You may be eligible for funding to help support your study. To find out more about scholarships, bursaries and other funding opportunities that are available please visit the University's scholarships and bursaries page: www.swansea.ac.uk/postgraduate/scholarships

Qualification and course duration

MSc

full time
12 months
part time
36 months

Course contact details

Name
Philip Jarman
Email
p.a.jarman@swansea.ac.uk
Phone
+44 (0)1792 295142