Advanced Modules

Each of the Advanced Modules explores a key area in contemporary Mathematical Finance. Attendance at three assessed modules is compulsory for students enrolled on the part-time MSc in Mathematical Finance.

Please note that in exceptional circumstances it may be necessary to cancel or alter a particular lecture, so that the content of modules may be subject to small variation.

2018-19 Advanced Modules

Module 5: Advanced Modelling Topics 1

18 - 21 September 2018

Module 6: Advanced Numerical Methods

27 - 30 November 2018

Module 7: Advanced Modelling Topics 2

19 - 22 February 2019

Module 8: Quantitative Risk Management

23 - 26 April 2019


Advanced Modules as Short Courses

A limited number of places are usually available at Advanced Modules for members of the public to attend them on a non-assessed, not-for-credit 'Short Course' basis. Students currently enrolled on the MSc Mathematical Finance may also attend the advanced module on which they opt not to be assessed on this basis. For further information, please see the Short Courses webpage.


Assessment of Advanced Modules (for those enrolled on the MSc Mathematical Finance only)

Submit assignment

Please use the LaTeX template for advanced module assignments submitted for assessement.

Registration of options

You will be asked by the Administrative Office to register for Advanced Modules in the summer before taking the written examination.

If you wish to withdraw from a Module for which you previously registered for assessment you must notify the Administrative Office at least 14 days before the start of the Module. If you are unable to do so you will be charged the module fee – usually £320 - this is to cover expenses which by that stage will already have been incurred. The Administrative Office will then be able to register you for an alternative Module. Please see the Course Handbook for further details.

If, in exceptional circumstances, you choose not to be assessed for a module which you are already attending, or have already attended, you must notify the Administrative Office by the first working day following that Module. You will be asked to pay the fee as above, and the Administrative Office will be able to register you for an alternative module.

Please consult the Course Handbook for details on the following:

  • Assignment topics

  • Format

  • Marking process

  • Method of submission

  • Late submission of Advanced Module assignments


Plagiarism is presenting someone else’s work or ideas as your own, with or without their consent, by incorporating it into your work without full acknowledgement. All published and unpublished material, whether in manuscript, printed or electronic form, is covered under this definition. Plagiarism may be intentional or reckless, or unintentional. Under the regulations for examinations, intentional or reckless plagiarism is a disciplinary offence.

Guidance on avoiding plagiarism can be found on the university website and in the Course Handbook.