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Financial Mathematics and Computation – (M.Sc.)

University of Leicester

Department of Finance & Economics
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Disciplines:
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Application Deadline: as early as possible
Annual Tuition Fee: ≈ € 9,400 - ≈ € 17,620 (non-EEA)
Location: Leicester / United Kingdom / View location on map ▾ Hide location on map ▴
Duration: 12 months Start Date: October
Educational Form:
  • Taught
Education Variants:
  • Parttime
  • Fulltime
Languages: English 
-1.123231,52.626849

Location of University of Leicester

To acquire knowledge and understanding of financial mathematics and computational techniques for finance that will equip programme graduates to enter competitively the pool of potential employees of investment banks and other financial institutions; to be able to formulate problems from finance in mathematical terms, select and develop an appropriate numerical method, write a computer program to numerically approximate the problem, and present and interpret these results for a potential client.

Duration and mode of study
One year full-time and two years part-time.

Teaching and assessment methods
The modules are taught using a variety of methods including lectures, seminars and computer practicals. A mixture of coursework assignments, oral presentations and written examinations is used to assess the programme.


Contents

Course modules
Core:

* Financial Mathematics I
* Financial Mathematics II
* C++ Programming
* Financial Risk
* Scientific Computing
* Computational Methods for Partial Differential Equations
* Dissertation

Option modules (two from the following including at least one from Mathematics):

* Operational Research
* Actuarial Mathematics
* Generalised Linear Models
* Data Mining
* Advanced Methods of Derivative Pricing
* Game Theory
* International Money and Finance
* Financial Econometrics
* Corporate Finance

(Option modules are subject to availability in each particular year. Course titles and content are subject to change.)

IELTS

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Requirements

Normally at least a good second class honours degree in Mathematics, Physics, or Engineering.

Additional Requirements

Minimal degree required: Bachelor's degree
Minimal amount of work experience Not specified

Language Proficiency

Cambridge English: Advanced (CAE): Grade B (Score: 75)

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