For more information about Financial Mathematics at City, University of London, please visit the webpage using the button above.
Who is it for?
To successfully complete the Financial Mathematics postgraduate course, you must have a very good understanding of mathematics. You may well have studied maths, physics or engineering degrees as an undergraduate.
Or you might have a bachelor’s degree in economics or science and in particular computer science, which, coupled with your interest in stochastics, could also qualify you for this programme.
You should have a general interest in learning the more technical and mathematical techniques used in financial markets; but you don’t need to have a background in finance.
The master's in Financial Mathematics focuses on stochastics and simulation techniques, but also covers some econometrics. You’ll study core modules covering asset pricing, risk management and an introduction to key financial securities such as equities, fixed income and derivatives.
You’ll cover a wide range of elementary and advanced topics in stochastics, including Levy processes and different simulation techniques.
You’ll be taught Matlab and VBA and you have the opportunity to learn other programming languages as part of our electives offering, such as Python or C++.
There are three ways to complete the third term. Either you’ll choose five electives from around 40 optional modules in your final term. Or you can choose to complete a traditional dissertation, known as a ‘business research project’, which counts for four electives, or a shorter ‘applied research project’, which is the equivalent of two elective modules.
If you have been studying in the UK for the last three years it is unlikely that you will have to take the IELTS test
If you have studied a 2+2 degree with just two years in the UK you will be required to provide IELTS results and possibly to resit the tests to meet our requirements.
The required IELTS level is an average of 7.0 with a minimum of 6.5 in the writing section and no less than 6.0 in any other section.
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