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Course options

  • Qualification

    MSc - Master of Science

  • Location

    London School of Economics and Political Science, University of London

  • Study mode

    Full time

  • Start date

    SEP-21

  • Duration

    10 months

Course summary

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.

Teaching methods

LSE is internationally recognised for its teaching and research and therefore employs a rich variety of teaching staff with a range of experience and status. Courses may be taught by individual members of faculty, such as lecturers, senior lecturers, readers, associate professors and professors.

Assessment

All taught courses are required to include formative coursework which is unassessed. It is designed to help prepare you for summative assessment which counts towards the course mark and to the degree award. LSE uses a range of formative assessment, such as essays, problem sets, case studies, reports, quizzes, mock exams and many others. Summative assessment may be conducted during the course or by final examination at the end of the course.

Careers

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

Tuition fees

Students living in United States
(international fees)

£ 30,960overall cost

Tuition fees shown are for indicative purposes and may vary. Please check with the institution for most up to date details.

University information

London School of Economics and Political Science, University of London

  • University League Table

    4th

  • Campus address

    London School of Economics and Political Science, University of London, Houghton Street, Westminster, WC2A 2AE, England

Subject rankings

  • Subject ranking

    8th out of 103 3

    22nd out of 72 9

  • Entry standards

    / Max 220
    143 65%

    28th

    25
  • Graduate prospects

    / Max 100
    94 94%

    2nd

  • Student satisfaction

    / Max 5
    3.99 80%

    81st

    21
  • Entry standards

    / Max 236
    167 70%

    19th

    9
  • Graduate prospects

    / Max 100
    86 86%

    11th

  • Student satisfaction

    / Max 5
    3.87 77%

    65th

    9

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