Universities / KTH Royal Institute of Technology
MSc Applied and Computational Mathematics – Financial Mathematics track (KTH FM)
One of four tracks within KTH's applied mathematics master's, combining a core of probability and numerics with finance courses on derivatives, portfolio theory, risk and time series, ending in a 30-credit degree project.
What you’ll study
Core
- Financial Mathematics, Basic Course (SF2701)
- Portfolio Theory and Risk Management (SF2942)
- Probability Theory (SF2940)
- Theory and Methodology of Science (AK2030)
- Sustainable development and research methodology in mathematics (SA2001)
- Degree Project in Financial Mathematics (SF291X)
Electives
- Regression Analysis (SF2930)
- Time Series Analysis (SF2943)
- Martingales and Stochastic Integrals (SF2971)
- Financial Derivatives (SF2975)
- Risk Management (SF2980)
- Matrix Computations for Large-scale Systems (SF2524)
- Numerical Methods for Differential Equations I (SF2527)
- Mathematical Systems Theory (SF2832)
- Systems Engineering (SF2863)
- Applied Linear Optimization (SF2812)
Source: kth.se ↗
Before you apply
- Background
- Bachelor's (180 ECTS) from a recognised university
- Maths
- About 45 ECTS in mathematics and programming combined, incl. partial differential equations, numerical methods, mathematical statistics
- Programming
- Programming coursework within the 45 ECTS
- English
- IELTS overall 6.5 (or equivalent to Swedish English 6)
Source: kth.se ↗
After graduation
- Typical first roles
- Credit risk analyst, Portfolio management, Software engineering
- Employers
- Goldman Sachs, Citibank
Source: kth.se ↗
Want to see what employers ask for? Browse open quant roles.
Application deadline 15 January for autumn 2027 start. Course list is for autumn 2027 starters.
Checked 6 November 2026 against the sources linked on this page. Fees, units and requirements change each year, so confirm them on the programme’s website before applying.