MSc Financial Mathematics
Full time 1 Year
Department: Mathematics
Programme Overview
The programme draws on LSE's strengths in finance and related areas to provide high-level instruction in the mathematical theory underlying finance, and training in appropriate computational methods.
本课程利用伦敦政经学院在金融及相关领域的优势，提供金融基础数学理论的高层次教学，并培训适当的计算方法。
The MSc Financial Mathematics is based in the Department of Mathematics, and is taught in collaboration with the Department of Finance and the Department of Statistics.
金融数学硕士属于数学系，并与金融系和统计系合作教学。
The programme aims to develop your understanding of quantitative methodologies and techniques that are important for a range of jobs in investment banks and other financial institutions; to enhance your critical appreciation of major issues and emerging theory in the area of financial mathematics; and to improve your personal skills, including logical reasoning, quantitative analysis and the presentation of technical results.
本项目旨在培养您对定量方法和技术的理解，这对于投资银行和其他金融机构的一系列工作都是重要的；提高您对金融数学领域的重大问题和新兴理论的批判性认识；以及提高您的个人技能，包括合理推理、定量分析和技术成果展示。
In addition to compulsory courses in The Mathematics of the Black and Scholes Theory, The Foundations of Interests Rate and Credit Risk Theory, Stochastic Processes, Fixed Income Markets, and Computational Methods in Finance, you will choose optional courses to the value of one and a half units. Choices include stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series.
除了必修的《布莱克和斯科尔斯数学理论》、《利率和信贷风险理论基础》、《随机过程》、《固定收益市场》和《金融计算方法》等课程外，你还可以选择价值1.5个单元的选修课程。选择包括随机分析、偏好、最优投资组合选择、均衡、衍生品建模、马尔可夫过程、金融风险分析、国际金融和金融时间序列预测。
Programme Structure
You will begin by taking the compulsory pre-sessional course, which introduces some key concepts and techniques of relevant mathematical theory, such as probability.
必修的学前课程 介绍关键概念和数学技能，例如概率论
You will then take five compulsory courses and will choose optional courses from a range of options, including stochastic analysis, preferences, optimal portfolio choice, equilibrium, derivatives modelling, Markov processes, financial risk analysis, international finance, and forecasting of financial time series. You will also take the non-assessed non-credit course Programming in C++.
5门必修课程 和 从一系列选修课程中选择选修课程 还有一门不会评分，没有学分的C++编程课程。
(* denotes half unit)
The Mathematics of the Black and Scholes Theory*
Focuses on mathematical development of the risk-neutral valuation theory.
The Foundations of Interest Rate and Credit Risk Theory*
Examines the mathematical foundations of interest rate and credit risk theory.
Stochastic Processes*
Provides a broad introduction to stochastic processes, with an emphasis on financial and actuarial applications.
Fixed Income Markets*
Focuses on recent developments in fixed income securities pricing, hedging and portfolio management.
Computational Methods in Finance*
Develops computational skills and introduces a range of numerical techniques of importance to financial engineering.
Programming in C++ (non-assessed)
Provides an introduction to programming with the C++ programming language.
Academic Requirements
Upper second class honours (2:1) degree or equivalent in mathematics or another mathematics-based subject.
2等1 荣誉学位 或者同等国际学历 数学专业或者其他数学为基础的专业
Competition for places at the School is high. This means that even if you meet the minimum entry requirement, this does not guarantee you an offer of admission. 学校位置竞争很激烈，即使满足最低标准也不一定会录取
GMAT/GRE
GMAT or GRE is required for all applicants without a UK undergraduate degree (GMAT strongly preferred). GMAT is recommended for applicants with UK undergraduate degrees, especially those whose quantitative skills are not demonstrated by their undergraduate studies, or those who did not achieve or are not expected to achieve a first class degree.
所有没有英国本科学位的申请者都必须获得GMAT或GRE（GMAT优先）。推荐给具有英国本科学位的申请人提供GMAT，尤其是那些数量技能没有通过本科学习证明的人，或者那些没有达到或者没有希望达到一等学位的人。
Professional experience 工作经历
Work experience (either through internships or full employment) is not a pre-requisite; however, applicants who have some professional experience should include this in their application, as it may strengthen their application.
工作经历（通过实习或全日制就业）不是先决条件；然而，具有一定工作经验的申请人应该在申请中体现这一点，因为这可能加强他们的申请
English Language Requirements
Fees and cost
Tuition fees per year 2019/20
UK/EU：£28,056 full-time
International: £28,608 full-time
