Topic outline

  • General

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  • 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
      • MTH5114 Linear Programming and Games
      • MTH5126 Statistics for Insurance

       

      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 finalized 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 finalized in September 2024. Off-pathway Level 4 or 5 modules will not be permitted.

  • Year 4

    • Semester A

      Semester A

      Three compulsory modules:

      • MTH798U MSci Financial Mathematics Project (full year)
      • MTH761U Financial Instruments and Markets
      • MTH771U Foundations of Mathematical Modelling in Finance

       

      Choose one from:

      • MTH734U Topics in Probability and Stochastic Processes
      • MTH790U Programming in C++ for Finance
      • MTH39U Topics in Scientific Computing

      Semester B

      One compulsory module:

      • MTH798U MSci Financial Mathematics Project (continued)

       

      Choose three from:

      • MTH762U Continuous-Time Models in Finance
      • MTH787U Advanced Derivatives Pricing and Risk Management
      • MTH773U Advanced Computing in Finance
      • MTH741U Digital and Real Asset Analytics

       

       

  • Further Information

    • Module Directory URL

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