Content Blocks

Mathematical Finance (MSc)

Find out more about our Mathematical Finance taught Master's degree at Warwick

Page updates

We have revised the information on this page since publication. See the edits we have made and content history.

P-N3G2

MSc

1 year full-time

28 September 2026

Warwick Business School

University of Warwick

Join our challenging MSc Mathematical Finance taught by two of Warwick's top departments; 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.

Discover more about our courseLink opens in a new window and download our Master's brochureLink opens in a new window.

This unique course provides training from two top departments at the University of Warwick: Statistics and Warwick Business School. Teaching by two world-leading academic departments helps you to gain a deep insight into mathematical finance. 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 core modules focus on the core skill set needed for careers in 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.

Learn more via the WBS websiteLink opens in a new window.

Modules are taught by staff from WBS and the Statistics department, through a combination of lectures, classes, and computer lab sessions.

Seven core modules cover the four key pillars of the core skill set you will need for a career in the finance industry: Financial Statistics, Financial Econometrics, Asset Pricing and Risk, Programming for Quantitative Finance, Stochastic Calculus for Finance, Applications of Stochastic Calculus in Finance and Simulation and Machine Learning for Finance.

Your studies will be completed by your Dissertation.

The typical class size for this course is around 20 students.

Students on this MSc will typically receive between 26 and 30 contact hours per module.

Assessment is a mix of exams and coursework with your dissertation bringing all of your learning together at the end.

Your timetable

Your personalised timetable will be complete when you are registered for all modules, core and optional, and you have been allocated to your lectures, seminars and other small group classes. Your core 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.

Reading lists

If you would like to view reading lists for current or previous cohorts of students, most departments have reading lists available through Warwick Library on the Talis Aspire platform.

You can search for reading lists by module title, code or convenor. Please see the modules tab of this page or the module catalogue.

Please note that some reading lists may have restricted access or be unavailable at certain times of year due to not yet being published. If you cannot access the reading list for a particular module, please check again later or contact the module’s host department.

A 2:1 in BSc Financial Mathematics (or similar), BSc Mathematics, or BSc Statistics. You will need strong ability in mathematics and finance, and some experience in statistics or econometrics.

• 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.

There are no additional entry requirements for this course.

Read the module descriptions for this course on the Warwick Business School website.

Please note these modules are subject to change.