Taught course

Financial Mathematics

Institution
University of Sussex · School of Mathematical and Physical Sciences
Qualifications
MSc

Entry requirements

You should normally have a lower second-class (2.2) undergraduate honours degree or above.

Your qualification should have a high mathematics content, demonstrating knowledge in calculus, probability and statistics, differential equations and some numerical analysis/ scientific computation / programming / modelling. You are suited to this course if your qualification is in mathematics, finance, economics, business, science, engineering or computing. You may also be considered for the course if you have other professional qualifications or experience of equivalent standing.

Months of entry

September

Course content

Understand the main aspects of quantitative finance – including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background.

Our course builds on Sussex’s strong foundation of interdisciplinary research. You’ll be taught by experts from both the Department of Mathematics and the University of Sussex Business School. The course also draws on expertise from industry professionals, so you’ll gain the knowledge and skills to succeed in the fast-paced world of finance. Topics covered include:

  • interest-rate theory
  • arbitrage theory
  • GARCH models
  • corporate finance
  • option pricing models and numerical analysis
  • programming in C and Java
  • the use of mathematical computing software.

We have reviewed all our courses to ensure the best possible learning experience for September, taking account of latest information and advice in relation to COVID-19. For updates on changes that may affect contact time, assessments, fieldwork and study abroad, check Course changes for 2020-2021. These changes are not yet reflected in our prospectus information and, of course, may be revised as the situation evolves.

Qualification, course duration and attendance options

  • MSc
    full time
    12 months
    • Campus-based learningis available for this qualification
    • Distance learningis available for this qualification

Course contact details

Name
Course Enquiries
Email
mps@sussex.ac.uk