Course summary
Understand the main aspects of quantitative finance – including general finance theory, finance models and programming for graduates with a science, engineering and mathematics background. Our course builds on Sussex’s strong foundation of interdisciplinary research. You’ll be taught by experts from both the Department of Mathematics and the University of Sussex Business School. The course also draws on expertise from industry professionals, so you’ll gain the knowledge and skills to succeed in the fast-paced world of finance. Topics covered include:
- interest-rate theory
- arbitrage theory
- GARCH models
- corporate finance
- option pricing models and numerical analysis
- programming in C and Java
- the use of mathematical computing software.
Modules
We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2023/24. However, there may be changes to these modules in response to COVID-19, staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity. Core modules are taken by all students on the course. They give you a solid grounding in your chosen subject and prepare you to explore the topics that interest you most.
- Dissertation (Financial Mathematics)
- Computing for Data Analytics and Finance (L7)
- Corporate Finance
- Financial Mathematics (L.7)
- Financial and Time Series Econometrics
- Financial Portfolio Analysis
- Mathematical Models in Finance and Industry
Entry requirements
You should normally have a lower second-class (2.2) undergraduate honours degree or above. Your qualification should have a high mathematics content, demonstrating knowledge in calculus, probability and statistics, differential equations and some numerical analysis/ scientific computation / programming / modelling. You are suited to this course if your qualification is in mathematics, finance, economics, business, science, engineering or computing. You may also be considered for the course if you have other professional qualifications or experience of equivalent standing. For more information about our entry requirements and English language requirements, please visit our website.
Fees and funding
Tuition fees
No fee information has been provided for this course
Additional fee information
Please click on the course URL to see up-to-date fee information.
Provider information
University of Sussex
Sussex House
Brighton
BN1 9RH