MSc Financial Mathematics at London School of Economics and Political Science

Equip yourself with the skills for a high-level career in finance, banking or many other industries. This programme applies advanced mathematics to real-world financial applications. You’ll study the mathematical theories that drive our financial markets and learn the quantitative methodologies and the computational tools that are essential in investment banking and other financial careers.

Department: Department of Mathematics  |  Duration: 10 months full-time  |  Study mode: full-time  |  Intake: Mandatory pre-sessional course begins September 2027  |  Location: London, England, United Kingdom

What you will study

In addition to compulsory courses 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'll choose optional courses to the value of one and a half units. Choices include, Quantitative Methods for Finance and Risk Analysis, Machine Learning in Financial Mathematics, Derivatives Modelling, Markov Processes, Financial Risk Analysis, Portfolio Management, International Finance, and Forecasting of Financial Time Series. Compulsory and core courses include The Mathematics of the Black and Scholes Theory, The Foundations of Interest Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, Computational Methods in Finance.

Career pathways

Our students have found employment in the following companies:

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