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Financial Mathematics - MSc

Course Description

This masters is run jointly with Heriot-Watt University. It provides you with expertise in financial mathematics, including stochastic calculus, and a range of practical techniques for analysing financial markets. You will also learn quantitative skills for developing and managing risk that are in high demand since the recent financial crisis.

Adding depth to your learning, our work placement programme puts you at the heart of organisations such as Aberdeen Asset Management, Moody’s Analytics and Lloyds Banking Group.

Programme structure

This programme involves two taught semesters of compulsory and option courses, followed by a dissertation project.

Compulsory courses:

  • Credit Risk Modelling
  • Derivatives Markets
  • Derivative Pricing and Financial Modelling
  • Discrete-Time Finance
  • Financial Markets
  • Special Topics 1
  • Special Topics 2
  • Stochastic Analysis in Finance

Option courses:

  • Deterministic Optimization Methods in Finance
  • Financial Econometrics
  • Portfolio Theory
  • Numerical Techniques of Partial Differential Equations
  • Optimization Methods in Finance
  • Simulation
  • Statistical Methods
  • Statistical Inference
  • Time Series Analysis
  • Stochastic Control and Dynamic Asset Allocation

Career opportunities

Graduates typically work in major financial institutions or continue their studies by joining PhD programmes.

Visit the Financial Mathematics - MSc page on the University of Edinburgh website for more details!

Entry Requirements

A UK 2:1 degree, or its international equivalent, in mathematics or a mathematical subject such as statistics, physics or engineering.

All applicants must also meet our English language requirements.

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Recipient: University of Edinburgh

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