Course summary
Join our challenging MSc Mathematical Finance 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 core 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.
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.
- Statistical Learning and Big Data
- Advanced Trading Strategies
- Partial Differential Equations in Finance.
- Brownian Motion.
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 A high 2:1 or First (or equivalent) in a Mathematics, Statistics, Physics or another relevant quantitatively-focused undergraduate degree. You will need strong ability in mathematics and finance, and some experience in statistics or econometrics. English language requirements You can find out more about our English language requirements. This course requires the following: B and 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. International qualifications We welcome applications from students with other internationally recognised qualifications. For more information, please visit the international entry requirements page.
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
Sponsorship information
We offer a variety of postgraduate funding options for study at the University of Warwick, from postgraduate loans, university scholarships, fee awards, to academic department bursaries. It's important that you apply for your postgraduate course first before you apply for a University of Warwick scholarship.
Provider information
University of Warwick
Coventry
CV4 7AL