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Financial Mathematics - MSc (Full-Time, 2019 Entry)

Gain both a deep theoretical and conceptual knowledge of finance together with the requisite high level probability, statistics and mathematics to enable you to undertake advanced quantitative modelling on our MSc Financial Mathematics course.

Lab work will give you hands-on experience of using software packages for simulations and time series analysis as well as learning C++ programming to enable you to price sophisticated derivative structures.

Related Degrees:

Core Modules:

  • Asset Pricing
  • C++ for Quantitative Finance
  • Continuous Time Finance for Interest Rate Models
  • Numerical Methods
  • Probability and Stochastic Processes
  • Financial Derivatives
  • Dissertation

If you would like to view the core modules in more detail, please visit this page.

Optional Modules:

During this course you will be offered a range of optional modules, alongside the core modules. If you would like to have a detailed look at the optional modules you can visit this page.


Lectures introduce key theories, concepts, and economic models. You will solve financial problems and numerical exercises, analyse case studies, and make presentations of research published in academic journals.

Contact Hours:

Per module, the average amount of contact hours will be between 26 and 29 hours.

Class Sizes:

Typically, class sizes for this course range from 20 to 30 students.


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

Graduates of this course have gone into the following careers:

  • Merrill Lynch - Quantitative Strategist
  • UBS - Equity Trader
  • Library House - Analyst
  • Commerzbank - Interest Rate Derivative Structurer

Visit the WBS events webpages to discover Masters events taking place at Warwick Business School.

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Essential information

Course Code



Full-time: 1 year

(September 2019 - September 2020)

Entry Requirements

First Class Honours degree or 2:i undergraduate degree (or equivalent) in a related subject.

English Language Requirements

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.

Department of Study

Warwick Business School

Location of Study

University of Warwick

Course Fees

See Student Finance


We have over £2million of WBS Scholarships available to the strongest candidates to our Master’s courses. You will automatically be considered for a WBS Scholarship upon submitting your course application.

For details of scholarships please visit our website.

Additional Course Costs

Students are required to purchase their own text books.

Find out more about fees and funding on the University website.


How to Apply

Department website

Get a PG Prospectus


This information is applicable for 2019 entry.