• Master of Science in Mathematics and Finance at Imperial College London is a 1-year program.
  • It is an on-campus, 90 credits program offered on a full-time basis.
  • This program is also offered on a part-time basis for a duration of 2 years.
  • Mathematical finance is a subject that is both mathematically challenging and deployed every day by sophisticated practitioners in the financial markets.
  • Scientific computing (object-orientated programming in C++) is an integral part of the program.
  • The core modules of the program are:
    • Computing in C++
    • Interest Rate Models with Credit Risk, Collateral, Funding Liquidity Risk and Multiple Curves
    • Fundamentals of Option Pricing
    • Quantitative Risk Management
    • Simulation Methods for Finance
    • Statistical Methods in Finance
    • Stochastic Processes
  • Students study 4 core modules in the autumn term and 3 core modules in the spring term.
  • The 5 optional modules are taken alongside this in either, or both, of the autumn and spring terms.
  • Students have to submit coursework throughout the two terms and sit their exam in January and April/May.
  • The supervised research project takes place over the summer when modules have been completed.
  • Students work with an academic supervisor and sponsor to scope out the project at the start and submit the project in September.
  • Part-time students take the core modules in the autumn and spring terms of year one and two.