Content Blocks
10
2a
P-N3G2
2b
MSc
2c
1 year full-time
2d
25 September 2023
2e
2f
University of Warwick
3a
Join our challenging Mathematical Finance MSc, taught by three of Warwick's top departments; Mathematics, Statistics and Warwick Business School. With expert supervision, this mathematically rigorous course will develop and apply the quantitative skills in machine learning, computational statistics and mathematical finance used in the financial markets and the finance industry.
3b
This unique course provides training from three top departments at the University of Warwick: Mathematics, Statistics and Warwick Business School. Building on your strong mathematical background, you will develop and apply the quantitative skills in machine learning, computational statistics and mathematical finance that are used within the financial markets and finance industry.
Our compulsory modules focus on the four elements of the core skill set needed for careers in finance: Financial Statistics, Financial Mathematics, Asset Pricing and Risk, and Simulation and Machine Learning for Finance. In line with these modules, you will also learn programming for Quantitative Finance, focusing on C++, Python, and R.
Skills from this degree
- Teaching by three world-leading academic departments helps you to gain a deep insight into mathematical finance
- Uncover the newest quantitative theory and practice through specialist modules
- Develop your industry acumen by accessing our CareersPlus service with specialist careers coaches
3d
Modules are taught by staff from WBS, Statistics, and Mathematics, through a combination of lectures, classes, and computer lab sessions.
Seven compulsory modules cover the four key pillars of the core skill set you will need for a career in the finance industry: Financial Statistics, Financial Mathematics, Asset Pricing and Risk, and Simulation and Machine Learning for Finance.
Our optional modules help you to personalise the course to focus in on your own interests and future career path.
3e
The typical class size for this course is around 31 students.
3f
Students on this MSc will typically receive between 26 and 30 contact hours per module.
3g
Assessment is a mix of exams and coursework with your dissertation bringing all of your learning together at the end.
Reading lists
Most departments have reading lists available through Warwick Library. If you would like to view reading lists for the current cohort of students you can visit our Warwick Library web page.
Your timetable
Your personalised timetable will be complete when you are registered for all modules, compulsory and optional, and you have been allocated to your lectures, seminars and other small group classes. Your compulsory modules will be registered for you and you will be able to choose your optional modules when you join us.
There may be events taking place in the evenings. Classes may run up to 7pm and other events, such as careers presentations may take place later or on Saturdays. Occasionally, classes and exams may be held on Saturdays. We will notify you in advance if this is the case.
This is a full-time course, so there are no holidays as such. However, the two weeks covering Christmas and New Year are guaranteed to be free from lectures. There may also be weeks free over the Easter period (check with your programme team). Resit exams may take place outside of standard teaching periods.
4a
First Class Honours degree or a high 2:i undergraduate degree in Mathematics, Statistics, Physics, or another relevant quantitatively-focused degree.
4b
- Band B
- IELTS overall score of 7.0, minimum component scores of two at 6.0/6.5 and the rest at 7.0 or above.
We accept a range of language tests. Please refer to our website for more details.
4c
There are no additional entry requirements for this course.
5a
- Programming for Quantitative Finance
- Stochastic Calculus for Finance
- Financial Statistics
- Simulation and Machine Learning for Finance
- Asset Pricing and Risk
- Financial Econometrics
- Applications of Stochastic Calculus in Finance
- Dissertation
5b
- Advanced Risk Management
- Statistical Learning and Big Data
- Behavioural Finance
- Advanced Trading Strategies
- Partial Differential Equations in Finance
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