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.
- Asset Pricing
- C++ for Quantitative Finance
- Continuous Time Finance for Interest Rate Models
- Numerical Methods
- Probability and Stochastic Processes
- Financial Derivatives
If you would like to view the core modules in more detail, please visit this page.
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.
Per module, the average amount of contact hours will be between 26 and 29 hours.
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
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Full-time: 1 year
(September 2019 - September 2020)
First Class Honours degree or 2:i undergraduate degree (or equivalent) in a related subject.
English Language Requirements
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
Location of Study
University of Warwick
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.