Mathematical Finance at University of Warwick - UCAS

Course summary

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. Course overview 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. Following this course, you can apply to the QTEM Masters Network Program and spend up to an additional 12 months studying at one or two International Academic Partners, completing an internship, and taking part in a global Data Challenge with fellow QTEM students.

Modules

Core modules

  • 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
Optional modules Optional modules can vary from year to year. Example optional modules may include:
  • Advanced Risk Management
  • Statistical Learning and Big Data
  • Behavioural Finance
  • Advanced Trading Strategies
  • Partial Differential Equations in Finance
Read the module descriptions for this course on the Warwick Business School website.

Assessment method

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


Entry requirements

**Minimum requirements** First Class Honours degree or a high 2:i undergraduate degree in Mathematics, Statistics, Physics, or another relevant quantitatively-focused degree. **English language requirements** You can find out more about our English language requirements. This course requires the following: - 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. **International qualifications** We welcome applications from students with other internationally recognised qualifications. For more information, please visit the international entry requirements page. **Additional requirements** There are no additional entry requirements for this course.


Fees and funding

Tuition fees

No fee information has been provided for this course

Additional fee information

Please visit the University of Warwick website for the tuition fees for postgraduate courses: https://warwick.ac.uk/study/postgraduate/funding/fees
Mathematical Finance at University of Warwick - UCAS