Taught course

Computational Mathematical Finance

Institution
University of Edinburgh · School of Mathematics
Qualifications
MScPGDip

Entry requirements

The minimum entry requirement is a UK 2:1 degree, or its international equivalent, in mathematics or a mathematical subject such as statistics, physics or engineering. Relevant programming experience is considered essential. English language requirements may also apply.

Months of entry

September

Course content

The MSc in Computational Mathematical Finance (CMF) is a dynamic new programme with the aim to deliver high quality training in the theory of Mathematical Finance with strong emphasis on computational methods.

Currently graduates in this field are expected to have a working knowledge of advanced computational finance (including construction of algorithms and programming skills) as well as a sound knowledge of the theory of Probability and Stochastic Analysis. These are the core theories needed in the modern valuation of complex financial instruments.

This MSc programme delivers:

  • a flexible programme of study relevant to the needs of employers such as: top investment banks, hedge funds and asset management firms;
  • a solid knowledge in financial derivative pricing, risk management and portfolio management;
  • the transferable computational skills required by the modern quantitative finance world.

Qualification and course duration

MSc

full time
12 months
part time
24 months

PGDip

part time
18 months
full time
9 months

Course contact details

Name
Programme Secretary
Email
cmfmsc@ed.ac.uk
Phone
+44 (0)131 650 4885