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.

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 has been developed drawing on expertise from industry professionals. You cover topics such as:

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

Qualification and course duration

MSc

full time
12 months

Course contact details

Name
Course Enquiries
Email
study@sussex.ac.uk