Postgraduate Studentships - Search for funding opportunities.
Postgraduate Studentships - Search for funding opportunities.
Study Details: 1 year full time, 2 years part time
This programme gives you a flexible syllabus to suit the demands of employers that use modern financial tools and optimization techniques in areas such as the financial sector and energy markets.
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.
International qualifications
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Compulsory courses have previously included:
Discrete-Time Finance
Fundamentals of Optimization
Numerical Probability and Monte Carlo
Optimization Methods in Finance
Research Skills for Financial Mathematics
Risk-Neutral Asset Pricing
Stochastic Analysis in Finance
Option courses
Optional courses have previously included:
Algorithmic Game Theory and its Applications*
Credit Scoring
Finance, Risk and Uncertainty
Financial Risk Theory
Fundamentals of Operational Research
Large Scale Optimization for Data Science
Machine Learning in Python
Numerical Partial Differential Equations
Python Programming
Stochastic Control and Dynamic Asset Allocation
Stochastic Modelling
Time Series
*delivered by the School of Informatics
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