Financial Mathematics

Leeds University Business School
Leeds, United Kingdom

Course Format: Classroom | E-learning | Virtual Class | Online | On-site | Blended | Self-paced

Course Description:

'' The MSc Financial Mathematics gives you access to highly qualified and experienced academic staff of international standing in finance and financial mathematics. They have excellent research expertise, consultancy and business experience in financial services, banking and applied mathematics. With their help, you will learn about advanced finance concepts, knowledge and skills which are both rigorous and have direct application to the professional environment - for a degree that is valued by employers in financial markets across the globe. The programme combines in a unique way finance modules (delivered by Leeds University Business School) and mathematics modules (taught by staff from the School of Mathematics) to provide you with the best of both worlds.

The modules


Corporate Finance

Drawing on finance theory, this module considers financial markets, market efficiency, principles of investment management, corporate capital structure and dividend policy, derivative markets, commodities and currencies.



Risk and Insurance

This module covers the main principles of life and non-life insurance from an actuarial perspective. Topics include financial planning, underwriting and selection, mortality trends, and life insurance mathematics.



Financial Econometrics

This module gives an overview of the essential econometric techniques used in applied financial analysis. It also deals with the central problems in contemporary empirical analysis of financial markets and puts special emphasis on modern analytical techniques.



Financial Derivatives

This module explores the principles which govern the nature of futures, options and swaps. It examines the interpretation of results of pricing models for various financial derivatives and the application of financial derivatives to risk management.



Mathematical Review

Providing students with a thorough treatment of fundamental concepts and techniques in real analysis, linear algebra and probability theory, this module provides the basis for a successful formal and mathematical study of any topic in finance theory.



Discrete Time Finance

This module develops a general methodology for the pricing of financial assets in risky financial markets based on discrete time models. These models often provide an appropriate formalisation of reality for solving valuation problems.



Continuous Time Finance

Continuous time models play a central role in pricing of financial assets under more challenging circumstances than can be handled with discrete time models. This module introduces models in continuous time and the advanced mathematics required for their analysis such as stochastic analysis (Brownian motion), partial differential equations and martingale measures.



Risk Management

This module gives comprehensive coverage of mathematical and practical approaches to financial risk management. Avoiding the disastrous consequences of badly managed risk requires detailed mathematical knowledge of how to quantify financial risk and stress-test a hedge.



Computations in Finance

This module introduces the standard computational methods in financial mathematics and their application to securities pricing. There is a strong emphasis on practical implementation and numerical simulation based on sound mathematical foundations.



Research Methods in Financial Mathematics

This Stream 1 module puts you on the right track for your dissertation. It examines alternative research processes, including design and implementation of research projects and the evaluation of research. Its goal is to enable you to develop a relevant and methodologically sound dissertation project.



Dissertation

Stream 1 culminates in an extended piece of research in which learning is applied to an appropriate topic of interest or specialisation, under the guidance of a supervisor.



Professional and Research Skills

This Stream 2 module supports individual professional development by focusing on research methods, presentation and negotiation skills, factors affecting motivation, decision making and change.



Optimisation Methods for Finance

This Stream 2 module provides students with the analytical and numerical skills required to solve optimisation problems in finance. The module deals with portfolio choice, risk management and asset pricing.



Consumer and Corporate Credit

This optional Stream 2 module examines the nature of credit markets for consumer and commercial lending. It focuses on the decision processes and credit management practices from the perspective of the lender, with emphasis on modern risk modelling and management techniques.



Securities Markets Microstructure

This optional Stream 2 module focuses on the structure and operational efficiency of security markets through the analysis of market microstructure. It covers market design and trading mechanisms, research methods, market frictions and liquidity, trading strategies and information diffusion.

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Phone:+44 (0)113 343 6321

School Address:

Leeds University Business School, Maurice Keyworth Building, The University of Leeds, Leeds, LS2 9JT, UK

Jobs & Resumes: Leeds
Houses & Roommates: Leeds

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