UCL (University College London)

Course Introduction

The financial services industry place great emphasis on raising the level of mathematics used in banks in applications to pricing, hedging and risk management. This course provides students with the skills necessary in mathematics, statistics and computation for a career in this fast'developing field.

Course Modules

Core modules: asset pricing in continuous time; forecasting; interest rates and credit modelling; quantitative and computational finance; options: applied computational finance; equities, foreign exchange and commodities modelling; market risk, measures and portfolio theory; mathematics and statistics of algorithmic trading; numerical analysis for finance; probability; statistical inference; stochastic processes.

Course Additional Entry

A minimum of an upper 2nd Class Bachelor's degree in a relevant discipline from a UK university or an overseas qualification of an equivalent standard.

Duration & Attendance Qualification Tuition fees
1 year
Full Time
MSc (Postgraduate) £25,140  Academic year. First year overseas fees
1 year
Full Time
MSc (Postgraduate) £22,380  Academic year. First year home fees
2 years
Part Time
MSc (Postgraduate)