Imperial College London

Course Introduction

Research areas include: analysis of complex financial instruments such as convertible bonds and collateralised debt obligations; computational finance; default risk models for correlated default events and pricing of securities with credit'risk; finite'dimensional models for the term structure of interest rates; models of stochastic volatility; stochastic methods of finance, general theory of processes, stochastic differential equations, malliavin calculus; valuation and risk management in incomplete markets.

Course Additional Entry

A 2.1 Honours degree or Master's degree in a relevant subject.

Duration & Attendance Qualification Tuition fees
1 year
Full Time
DIC
2 years
Full Time
MPhil
3 years
Full Time
PhD £17,000  Academic year. First year overseas fees
3 years
Full Time
PhD £3,466  Academic year. First year home fees