Financial Mathematics MSc at Brunel University of London

Financial mathematics builds on the application of advanced concepts in modern probability theory to enable market professionals to tackle and systematically resolve a huge range of issues in the areas of pricing, hedging, risk management, and market regulation. On this course you’ll put theory into practice by developing your numerical and computational skills to implement financial models. These are the skills you’ll need to work for a financial institution.

Faculty: College of Engineering, Design and Physical Sciences  |  Department: Department of Mathematics  |  Duration: 1 year full-time  |  Study mode: full-time  |  Intake: September  |  Location: London, England, United Kingdom

What you will study

We aim to teach the key ideas in financial asset pricing theory from a modern perspective, using concepts and methods such as pricing kernels, market information filtrations, and martingale techniques. Compulsory modules include Probability and Stochastics, Financial Markets, Option Pricing Theory, Interest Rate Theory, Research Methods and Case Studies, Advanced Computational Statistics for Data Analytics, Financial Mathematics Dissertation and others.

Career pathways

You’ll be qualified to pursue a job in a number of different areas of financial modelling and risk management in the financial services industry, with employment prospects in banks, asset management firms, hedge funds, pension funds, insurance and re-insurance companies, exchanges, corporate and sovereign treasuries, financial consultants, financial software developers, financial regulators, financial publishing houses, and companies specialising in the analysis and distribution of financial information and data.

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