This program draws on the LSE's strengths in finance and related areas. It aims to develop students understanding of the foundations of financial mathematics, and to equip them with knowledge of a range of mathematical and computational techniques that are required for a variety of quantitative positions in the financial sector.
The MSc in 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 program starts with a compulsory pre-sessional course, the purpose of which is to introduce some key concepts and techniques of relevant mathematical theory, such as probability. The pre-sessional course also includes an introduction to programming in C++.
This degree provides high level instruction in the mathematical theory underlying finance, and training in appropriate computational methods. It offers the following benefits:
Study in a leading university, internationally renowned for its research and teaching programs. Focus on the development of student understanding of quantitative methodologies and techniques that are important for a range of jobs in investment banks and other financial institutions. Research-led teaching that aims at enhancing students critical appreciation of major issues and emerging theory in the area of financial mathematics. Preparation for a range of careers in the financial sector, industry and research. Opportunity to improve personal skills, including logical reasoning, quantitative analysis, and the presentation of technical result.