Topic outline

  • General

    Collapse all Expand all

  • Year 1

    Semester A

    Four compulsory modules:

    • MTH4000 Programming in Python I
    • MTH4113 Numbers, Sets and Functions
    • MTH4400 Applied Calculus
    • MTH4600 Applied Probability & Statistics

    Semester B

    Four compulsory modules

    • BUS137 Economics for Business Management
    • MTH4115 Vectors and Matrices
    • MTH4400 Applied Calculus (continued)
    • MTH4600 Applied Probability & Statistics (continued)

  • Year 2

    Semester A

    Three compulsory modules:

    • MTH5129 Probability and Statistics II
    • MTH5212 Applied Linear Algebra
    • MTH5123 Differential Equations

    Choose one module from:

    • BUS283 Financial Markets and Securities
    • MTH5124 Actuarial Mathematics I

    Semester B

    Two compulsory modules:

    • MTH5005 Programming in Python II 
    • MTH5120 Statistical Modelling I

    Choose two from:

    • MTH5103 Complex Variables
    • MTH5115 Linear Optimisation and Game Theory (previously called MTH5114 Linear Programming and Games)
    • MTH5126 Statistics for Insurance

    Year-long

    One compulsory module:

    • MTH5205 Professaional Skills for Mathematicians (0 credits)

    Off-pathway modules

    Modules outside this pathway (normally a maximum of 15 credits) may be taken with School approval. Permission to select off-pathway modules will not be granted until the timetable is finalised in September 2024.

  • Year 3

    Semester A

    Three compulsory modules

    • MTH6141 Random Processes
    • MTH6151 Partial Differential Equations
    • MTH6154 Financial Mathematics I

    Choose one from:

    • MTH6134 Statistical Modelling II
    • MTH6102 Bayesian Statistical Methods
    • BUS341 Corporate Financial Management

    Semester B

    Three compulsory modules

    • MTH6113 Mathematical Tools for Asset Management
    • MTH6155 Financial Mathematics II
    • MTH6150 Numerical Computing with C and C++

    Choose one from:

    • MTH6142 Complex Networks
    • MTH6139 Time Series
    • MTH6101 Introduction to Machine Learning

    Off-pathway modules

    Modules outside this pathway (normally a maximum of 15 credits) may be taken with School approval. Permission to select off-pathway modules will not be granted until the timetable is finalised in September 2024. Off-pathway Level 4 or 5 modules will not be permitted.

  • Year 4

    Semester A

    Two compulsory modules:

    • MTH761U Financial Instruments and Markets
    • MTH771U Foundations of Mathematical Modelling in Finance

    Choose one from:

    • MTH734U Topics in Probability and Stochastic Processes (2024/25 only)
    • MTH786U Machine Learning with Python (from 2025/26)
    • MTH790U Programming in C++ for Finance

    Semester B

    Choose three from:

    • MTH762U Continuous-Time Models in Finance (2024/25 only)
    • MTH787U Advanced Derivatives Pricing and Risk Management
    • MTH773U Advanced Computing in Finance
    • MTH741U Digital and Real Asset Analytics
    • MTH767U Neural Networks and Deep Learning (from 2025/26, requires MTH786U)
    • MTH793U Advanced Machine Learning (from 2025/26, requires MTH786U)

    Year-long

    One compulsory module:

    • MTH798U MSci Financial Mathematics Project (30 credits)

  • Further Information

    • Module Directory URL

      For further information on modules that can be taken for your programme, please look at the Module Directory here.