Core Modules
- Computing for Finance - C++: MATH70112 (P. Bilokon)
- Computing for Finance- Python: MATH70112 (A. Muguruza & J. Jacquier)
- Fundamentals of Option Pricing Theory: MATH70107 (H. Zheng)
- Interest Rate Models: MATH70111 (D. Brigo & Y. Zhang)
- Quantitative Risk Management: MATH70110 (H. Zheng & A. Coache)
- Simulation Methods: MATH70113 (Y. Zhang)
- Statistical Methods: MATH70108 (T. Cass)
- Stochastic Processes: MATH70109 (E. Neuman)
Computing for Finance - C++: MATH70112 (P. Bilokon)
Computing for Finance- Python: MATH70112 (A. Muguruza & J. Jacquier)
Fundamentals of Option Pricing Theory: MATH70107 (H. Zheng)
Interest Rate Models: MATH70111 (D. Brigo & Y. Zhang)
Quantitative Risk Management: MATH70110 (H. Zheng & A. Coache)
Simulation Methods: MATH70113 (Y. Zhang)
Statistical Methods: MATH70108 (T. Cass)
Stochastic Processes: MATH70109 (E. Neuman)
Scholarships
Please visit our webpage for scholarships information.
MSc Maths Finance News
- Msc Mathematics and Finance ranks 1st in the 2024 QuantNet Ranking of Best UK Quant Programs
- MSc Mathematics and Finance ranks 5 highest UK-based programme in the 2022 Quant Guide
Congratulations!
- Ranitea Gobrait for receiving the JP Morgan Scholarship New J.P. Morgan Scholarship creates Quantitative Finance study opportunities | Imperial News | Imperial College London
- Cécilia Auburn (Class of 2020) for the award of First laureate of the "CFM Women in quantitative finance" grant.
Terms and conditions
Important information that you need to be aware of both prior to becoming a student, and during your studies at Imperial College: