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更新时间:2024-07-08
开学时间9月
课程学制1年
学费34128.00/GBP
专业介绍
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 MSc Financial Mathematics is based in the Department of Mathematics, and is taught in collaboration with the Department of Finance and the Department of Statistics.
The programme aims to develop your understanding of quantitative methodologies and techniques that 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 quantifying risk and modelling alternative markets, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.
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语言要求
Write
6.5
24
62
总分
7
100
70
学术要求
数学或数学相关类专业
课程设置
Compulsory:必修
The Mathematics of the Black and Scholes Theory* :布莱克和斯科尔斯理论的数学 *
The Foundations of Interest Rate and Credit Risk Theory*:利率和信用风险理论的基础 *
Stochastic Processes*:随机过程 *
Fixed Income Markets*:固定收益市场 *
Computational Methods in Finance* :金融中的计算方法 *