John Ball re-elected to International Council for Science Executive Board

International Council for Science

Professor John Ball, Sedleian Professor of Natural Philosophy & Director, Oxford Centre for Nonlinear PDE, University of Oxford has been re-elected as a member of the International Council for Science Executive BoardThe International Council for Science (ICSU) is a non-governmental organisation with a global membership of national scientific bodies (121 Members, representing 141 countries) and International Scientific Unions (

International Council for Science endorses open access to scientific record; cautions against misuse of metrics

International Council for Science

The General Assembly of the International Council for Science today endorsed open access principles and provided key recommendations guarding against the misuse of metrics in the evaluation of research performance.

Alumni Profiles

Our graduates have been recruited by prominent companies such as Barclays Capital, BNP Paribas, Citigroup, Credit Suisse, Deutsche Bank, Goldman Sachs, KCG, JP Morgan, Man Group, Morgan Stanley, Nomura, Royal Bank of Scotland, Société Générale, and UBS. Many of our past students have progressed to PhD-level studies at leading universities worldwide.

MSc in Mathematical and Computational Finance - Information for Applicants

The MSc course provides access to state of the art developments in stochastic analysis, stochastic control, numerical methods, mathematical modelling, partial differential equations, statistics, machine learning and their financial applications.

MSc in Mathematical and Computational Finance - Course Calendar

Michaelmas Term

September 25 – September 29th (week -1) MSc Induction Week
2nd October (week 0) Practitioner Events
October 2nd to 6th (week 0) College and Department Induction and further careers events
October 9th -December 8th Lectures and classes on core courses

Course Components

The MSc starts two weeks before Michaelmas term with four introductory courses. The first term is devoted to the Core courses. Students attend two of the three Advanced streams (Tools, Modelling and Data-driven stream) in Hilary term and an intensive short course on Quantitative Risk Management.
The Dissertation project spreads over Trinity term. C++ programming is taught in two parts.

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