The programme draws on LSE's strengths in finance and related areas to provide high-level instruction in the mathematical theory underlying finance, and training in appropriate computational methods.
The programme aims to develop your understanding of quantitative methodologies and techniques which are important for a range of jobs in investment banks and other financial institutions; to enhance your critical appreciation of major issues and emerging theory in the area of financial mathematics; and to improve your personal skills, including logical reasoning, quantitative analysis and the presentation of technical results.
In addition to compulsory courses in The Mathematics of the Black and Scholes Theory, The Foundations of Interests Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, and Computational Methods in Finance, you will choose optional courses to the value of one and a half units.
Choices include stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series. This programme is ideal preparation for a range of careers in the financial sector, industry and research.
London School of Economics and Political Science, United Kingdom
The programme draws on LSE's strengths in finance and related areas to provide high-level instruction in the mathematical theory underlying finance, and training in appropriate computational methods.
The programme aims to develop your understanding of quantitative methodologies and techniques which are important for a range of jobs in investment banks and other financial institutions; to enhance your critical appreciation of major issues and emerging theory in the area of financial mathematics; and to improve your personal skills, including logical reasoning, quantitative analysis and the presentation of technical results.
In addition to compulsory courses in The Mathematics of the Black and Scholes Theory, The Foundations of Interests Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, and Computational Methods in Finance, you will choose optional courses to the value of one and a half units.
Choices include stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series. This programme is ideal preparation for a range of careers in the financial sector, industry and research.
London School of Economics and Political Science, United Kingdom
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