A lower second-class (2.2) undergraduate honours degree or above demonstrating a high mathematics content.
Applicants with a degree in mathematics, finance, economics, business, science, engineering or computing are ideally suited to this course but other subjects, combined with suitable experience, can also be considered.
Months of entry
This MSc covers the main aspects of quantitative finance including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background.
The course includes topics such as interest rate theory, arbitrage theory, GARCH models, corporate finance, the Black-Scholes model and numerical analysis, programming in C and Java, and the use of mathematical computing software. Some options offer probability and statistical theory, which are essential for further development of the mathematical analysis of financial problems.
You are taught by world-class mathematicians who are established researchers and leading specialists in their fields. We emphasise the ‘doing’ of mathematics: it cannot be learned passively.
This MSc has been developed drawing on the expertise and input of experienced practitioners from the financial industry and professional bodies. These experts complement our own expertise in research and help to enrich your learning experience.
Assessment methods vary, with a mixture of unseen examinations and dissertation/projects.
We continue to develop and update our modules for 2017 entry to ensure you have the best student experience. In addition to the course structure below, you may find it helpful to refer to the Modules list. Modules may be subject to change.
- Corporate and International Finance
- Dissertation (Financial Mathematics)
- Financial Mathematics
- Financial Portfolio Analysis
- Financial and Time Series Econometrics
- Financial computing with MATLAB
- Mathematical Models in Finance and Industry
- Topics in Financial Risk Analysis
Alongside your core modules, you can choose options to broaden your horizons and tailor your course to your interests.
- Advanced Numerical Analysis
- Advanced Partial Differential Equations
- Coding Theory
- Continuum Mechanics
- Dynamical Systems
- Financial Invest & Corp Risk Analysis
- Finite Element Analysis
- Functional Analysis
- Introduction to Mathematical Biology
- Linear Statistical Models
- Measure and Integration
- Medical Statistics
- Monte Carlo Simulations
- Numerical Solution of Partial Differential Equations
- Object Oriented Programming
- Optimal Control of Partial Differential Equations
- Partial Differential Equations
- Perturbation theory and calculus of variations
- Probability Models
- Programming in C++
- Random processes
- Topology and Advanced Analysis
Information for international students
Fees and funding
Please visit our website for latest fees information: http://www.sussex.ac.uk/study/masters/2017/mathematical-and-physical-sciences/financial-mathematics-msc
The University of Sussex aims to attract the most talented students to postgraduate study. For full details of our scholarships please visit: Masters Scholarships
Qualification and course duration
Course contact details
- Student Recruitment Services
- +44 (0)1273 873254