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    Department of Mathematics Logo
  • Study Type

    Full time available

  • Subject Areas

    Finance

    Mathematics

  • Start Date

    September

  • Course Duration

    10 months full-time only

  • Course Type

    MSc

  • Last Updated

    24 October 2017

Course content

About the MSc programme

The programme draws on LSE's strengths in finance and related areas to provide high-level instruction in the mathematical theory underlying finance, and training in appropriate computational methods.

The MSc Financial Mathematics is based in the Department of Mathematics, and is taught in collaboration with the Department of Finance and the Department of Statistics.

The programme aims to develop your understanding of quantitative methodologies and techniques that are important for a range of jobs in investment banks and other financial institutions; to enhance your critical appreciation of major issues and emerging theory in the area of financial mathematics; and to improve your personal skills, including logical reasoning, quantitative analysis and the presentation of technical results.

In addition to compulsory courses in The Mathematics of the Black and Scholes Theory, The Foundations of Interests Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, and Computational Methods in Finance, you will choose optional courses to the value of one and a half units. Choices include stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.

Graduate destinations

This programme is ideal preparation for a range of careers in the financial sector, industry and research.

Further information on graduate destinations for this programme


Visit the MSc Financial Mathematics page on the London School of Economics and Political Science website for more details!

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Recipient: London School of Economics and Political Science

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