MSc Computational Mathematical Finance

These entry requirements are for the 2026-27 academic year and requirements for future academic years may differ. Entry requirements for the 2027-28 academic year will be published on 1 Oct 2026.

A UK 2:1 degree, or its international equivalent, in mathematics or a mathematical subject such as statistics, physics or engineering. You must also have relevant programming experience (at least one semester undergraduate programming course, in any language e.g. C, C++, Java, Python, passed at 2:1 level).

International qualifications

To find international equivalent qualifications, select where you studied from the country or region list.

- Select a country or region -

Please see our website

See our website for destinations

Compulsory courses have previously included:

Discrete-Time Finance
Numerical Probability and Monte Carlo
Python Programming
Research Skills for Financial Mathematics
Risk-Neutral Asset Pricing
Stochastic Analysis in Finance
Stochastic Control and Dynamic Asset allocation
Option courses
Optional courses have previously included:

Algorithmic Game Theory and its Applications*
Bayesian Data Analysis
Bayesian Theory
Blockchains and Distributed Ledgers*
Credit Scoring
Finance, Risk and Uncertainty
Financial Risk Theory
Integer and Combinatorial Optimization
Numerical Partial Differential Equations
Optimization Methods in Finance
Programming Skills*
Robot and Reinforcement Learning*
Time Series
*delivered by the School of Informatics.