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Course Description

Mathematical finance is an area of applied mathematics where concepts and techniques that lie close to the heart of pure mathematics are applied routinely to solve a great variety of important practical problems arising in the day-to-day business of the world s financial institutions. The objective of the Brunel MSc in Financial Mathematics is to guide students through to a mastery of the sophisticated mathematical ideas underlying modern finance theory, along with the associated market structures and conventions, with emphasis on: (a) the modelling of the dynamics of financial assets, both in equity markets and in fixed-income markets; (b) the pricing and hedging of options and other derivatives; and (c) the quantification and management of financial risk. Candidates are also provided with the means to master the numerical and computational skills necessary for the practical implementation of financial models, thus enabling you to put theory into practice and putting you in a good position to carry out work for a financial institution. We therefore offer a programme that provides a balanced mixture of advanced mathematics (including modern probability theory and stochastic calculus), modern finance theory (including models for derivatives, interest rates, foreign exchange, equities, commodities, and credit), and computational technique (GPU-based high-performance computing). The MSc in Financial Mathematics offers a range of exciting modules during the Autumn and the Spring terms, followed by an individual research project leading to a dissertation that is completed during the Summer term.

Mathematical finance is an area of applied mathematics where concepts and techniques that lie close to the heart of pure mathematics are applied routinely to solve a great variety of important practical problems arising in the day-to-day business of the world s financial institutions. The objective of the Brunel MSc in Financial Mathematics is to guide students through to a mastery of the...

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Entry Requirements

UK First-Class or upper Second-Class (2:1) Honours degree, or an equivalent internationally recognised qualification in Mathematics. Applications from candidates with degrees in related disciplines with a substantial mathematical component (such as Physic?????????sItemalueCount??????????????????????????????????????????????????S????PPropertiItemlu???????????????????

UK First-Class or upper Second-Class (2:1) Honours degree, or an equivalent internationally recognised qualification in Mathematics. Applications from candidates with degrees in related disciplines with a substantial mathematical component (such as...

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