Advanced Modules

Each of the advanced modules explores a key area in contemporary Mathematical Finance.

Advanced module assignments are 'summatively' assessed, meaning that the marks for them contribute to a student's overall mark for the degree. 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.


2019-20 Advanced Modules

Module 5: Advanced Modelling Topics 1

24 - 27 September 2019

Module 6: Advanced Numerical Methods

3 - 6 December 2019

Module 7: Advanced Modelling Topics 2

25 - 28 February 2020

Module 8: Quantitative Risk Management

21 - 24 April 2020


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.