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Computational Mathematical Finance at The University of Edinburgh - UCAS

Course options

There are other course options available which may have a different vacancy status or entry requirements – view the full list of options

Course summary

The MSc in Computational Mathematical Finance (CMF) is a dynamic new programme with the aim to deliver high quality training in the theory of Mathematical Finance with strong emphasis on computational methods. Currently graduates in this field are expected to have a working knowledge of advanced computational finance (including construction of algorithms and programming skills) as well as a sound knowledge of the theory of Probability and Stochastic Analysis. These are the core theories needed in the modern valuation of complex financial instruments. This MSc programme delivers:

  • a flexible programme of study relevant to the needs of employers such as: top investment banks, hedge funds and asset management firms
  • a solid knowledge in financial derivative pricing, risk management and portfolio management
  • the transferable computational skills required by the modern quantitative finance world
Links with Industry The School of Mathematics has connections with a wide number of industrial partners, organisations, charities and government departments. As an MSc student in the School you will have opportunities to engage with these external organisations through regular employability events, careers workshops, and our annual analytics challenge (whose recent partners have included Edinburgh Airport and the Data and Marketing Association). There is also the opportunity to undertake a dissertation project with an external partner. Recent partners for industry-based dissertations in the Computational Mathematical Finance MSc include:
  • Moody's Analytics
  • Barclays
  • Directorate-General for Economic and Financial Affairs – European Commission (ECFIN)
  • Predictiva
  • Vega Protocol

Modules

See our website for detailed programme information.


Entry requirements

Entry requirements for individual programmes vary, so please check the details for the specific programme you wish to apply for on our website. You will also need to meet the University’s language requirements.


Fees and funding

Tuition fees

No fee information has been provided for this course

Tuition fee status depends on a number of criteria and varies according to where in the UK you will study. For further guidance on the criteria for home or overseas tuition fees, please refer to the UKCISA website .

Additional fee information

Tuition fees vary between degree programmes. Find the specific fees for your chosen programme on our website.
Computational Mathematical Finance at The University of Edinburgh - UCAS