This programme is aimed at those students wishing to develop their mathematical skills, computational techniques and knowledge of finance in order to lead to employment in a range of finance sectors such as investment banks, hedge funds, insurance companies and the finance departments of large corporations where mathematics plays a key role. We have built partnerships with a number of financial companies, including European investment companies based in the UK, and also overseas, such as Yong'An Futures Broker Co. Ltd in China. The depth of the mathematics taught enables graduates to pursue research careers in stochastic analysis, financial mathematics or other relevant areas. The period October to June is devoted to lectures, tutorials and practical sessions comprising the core and optional modules. This is followed by a period of about 14 weeks devoted to an individual project. Core study areas include measure theory and martingales, stochastic models in finance, stochastic calculus and theory of stochastic pricing and a research project. Optional study areas include programming and numerical methods, regular and chaotic dynamics, financial economics, functional analysis, elements of PDEs, static and dynamic optimisation, asset management and derivatives, and corporate finance

This programme may lead to a wide range of employment within industry, the financial sectors, and research establishments. It may also provide an ideal background for postgraduate research in Stochastic Analysis, Probability Theory, Mathematical Finance and other relevant areas.