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Mathematical finance is a subject that is both mathematically challenging and deployed every day by sophisticated practitioners in the financial markets.
This course aims to provide you with everything you need to get into this area at a level where you can understand – and contribute to – industry practice and the latest research.
To do this, the courses we offer are orientated in different ways.
Some give the necessary finance and economics background; others provide instruction in fundamental mathematics (stochastic analysis, partial differential equations, etc.). Scientific computing (object-orientated programming in C++) is an integral part of the programme