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MSc Mathematical Finance

Course Description

The School of Mathematics and The Manchester Business School at The University of Manchester have combined their academic strength and practical expertise to deliver this MSc in Mathematical Finance (UK 1 year), ensuring that students can experience both the Mathematical and Economic perspective of the subject.

This is also supported by invited lectures from senior staff members of leading financial institutions and outstanding mathematicians who are internationally recognised for contributions to Mathematical Finance. Past lectures include:
•Professor M. Schweizer (ETH Zurich and Swiss Finance Institute) An overview of quadratic hedging and related topics
•Professor H. Follmer (Humboldt University of Berlin) Monetary valuation of cash flows under Knightian uncertainty
•Professor M. H. A. Davis (Imperial College London) Contagion models in credit risk

The course provides students with advanced knowledge and understanding of the main theoretical and applied concepts in Mathematical Finance delivered from a genuinely international and multi-cultural perspective with a current issues approach to teaching. The focus is on mathematical theory and modelling, drawing from the disciplines of probability theory, scientific computing and partial differential equations to derive relations between asset prices and interest rates, and to develop models for pricing, risk management and financial product development.

The finance industry demands recruits with strong quantitative skills and the course is intended to prepare students for careers in this area. The course provides training for those who seek a career in the finance industry specialising in derivative securities, investment, risk management and hedge funds. It also provides research skills for those who subsequently wish to pursue research and/or an academic career (e.g. university lecturer) or continue the study at doctoral level, particularly those wishing to pursue further/advanced studies in Mathematical Finance.

Visit the MSc Mathematical Finance page on the University of Manchester website for more details!

Entry Requirements

Applicants should be on track for at least a high upper second division honours degree, or overseas equivalent, in Mathematics, including evidence of performance at that level in key areas such as probability, analysis and differential equations. Offers may include high grades in specific modules. Exceptional applicants taking degrees such as Physics or Computer Science may be considered provided there is a substantial Mathematical component covering the key areas.

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Recipient: University of Manchester

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