Taught course

Financial Mathematics and Computation

Institution
University of Leicester · Department of Mathematics
Qualifications
MScPGDip

Entry requirements

The formal entry requirements are at least a good second class honours BSc degree in physics, engineering or mathematics. In general, it is expected that a student has a solid background in mathematics (calculus, linear algebra, ordinary differential equations, basics of probability and statistics).

Months of entry

September

Course content

The Financial Mathematics and Computation programme is designed to provide a mature understanding of financial mathematics and computational methods. The focus of the course is on computational techniques for finance, on mathematical modelling and on mathematical and economical theories of finance. The types of modules you study can include: Financial Mathematics, Financial Risk, Operational Research, Data Mining, C++ programming, Computational Methods for Partial Differential Equations.

Information for international students

The Department offers scholarships for academically exceptional international students. The University offers larger scholarships for international students on a competitive basis. Please see further info at www.le.ac.uk/international/

Qualification and course duration

MSc

part time
24 months
full time
12 months

PGDip

full time
9 months

Assessment

AssessmentWhat kind of work will I be doing? (proportionally)
Written/ formal examinations60
Written coursework / continuous assessment20
Dissertation20 (15000 words)

Course contact details

Name
MSc Financial Maths Admissions
Email
mscfm@mcs.le.ac.uk
Phone
0116 223 1793
Fax
0116 223 1093