Modules Available

Term 1

Compulsory modules

• MATHGF05 Asset Pricing in Continuous Time (Dr A Macrina)
• MATHGM21 Quantitative and Computational Finance (Dr R Ahmad)

Optional modules

• COMPG004 Market Risk, Measures and Portfolio Theory (Dr C Garcia Trillos)
• COMPG005 Numerical Analysis for Finance (Dr G Germano)
• MATHGF03 Equities, Foreign Exchange and Commodities
  Modelling (Dr D Schwarz)
• STATG012 Statistical Inference (Dr M De Iorio)

Term 2

Compulsory modules

• MATHGF07 Interest Rates and Credit Modelling (Professor C Marinelli)
• STATG011 Forecasting (Dr A Beskos)

Optional modules

• MATHGF02 Stochastic Processes (Professor C Marinelli)
• MATHGF04 Mathematics and Statistics of Algorithmic Trading (Dr H Ni)
• MATHGF06 Applied Computational Finance (Dr R Ahmad)
• MATHG105 Probability (Dr N Sidorova)
• STATG022 Quantitative Modelling of Operational Risk and Insurance Analytics (Dr N Abouraschi)

Please refer to the courses and modules section of the maths department website to find out more about the modules on offer for the MSc in Financial Mathematics degree.