Universities / London School of Economics and Political Science
MSc Financial Mathematics (MSc FM)
A mathematically rigorous programme on Black-Scholes theory, interest-rate and credit risk, stochastic processes and computational finance. Run by the Mathematics department with Finance and Statistics.
What you’ll study
Core
- MA415 The Mathematics of the Black and Scholes Theory
- MA416 The Foundations of Interest Rate and Credit Risk Theory
- ST409 Stochastic Processes
- FM413 Fixed Income Markets
- MA417 Computational Methods in Finance
Electives
- Quantitative Methods for Finance and Risk Analysis
- Machine Learning in Financial Mathematics
- Derivatives Modelling
- Markov Processes
- Financial Risk Analysis
- Portfolio Management
- International Finance
- Forecasting of Financial Time Series
Source: lse.ac.uk ↗
Before you apply
- Background
- 2:1 or equivalent in a mathematically based subject, or science/engineering/social science with excellent maths background
- Tests
- Not mentioned
- English
- Standard LSE level
Source: lse.ac.uk ↗
After graduation
- Employers
- Goldman Sachs, Barclays, Nomura, Credit Suisse, McKinsey & Company, PwC, European Central Bank
Source: lse.ac.uk ↗
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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.
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