MSc in Mathematical Finance (part-time)

Aims & Course Structure

The MSc in Mathematical Finance builds on a strong quantitative background to educate you in state-of-the-art mathematical and quantitative finance. You will develop the skills to enhance and progress your career without the necessity of taking a career break. The programme is delivered in a series of intensive week-long 'modules' taught by a panel of world-leading academics and industrial practitioners.

How to Apply

Dataflow superimposed over skyline
Detailed information on applying for the MSc, including entrance requirements, deadlines, and fees.

Did you know?

Our students have worked at:

  • Bank of America Merrill Lynch
  • Barclays Capital
  • CitiGroup
  • Credit Suisse
  • Deutsche Bank
  • Deloitte
  • d-fine
  • Ernst and Young
  • Goldman Sachs
  • JP Morgan
  • Lloyds
  • Morgan Stanley
  • PwC
  • RBS
  • Societe Generale
  • UBS

Information for Current Students

The MSc in Mathematical Finance aims to develop the students’ modelling, mathematical and computational skills in applications to finance.

Mathematical Finance Short Courses

Advanced Modules of the MSc in Mathematical Finance are available as 'short courses' to those not registered on this programme. Each of the Advanced Modules explores a key area in contemporary Mathematical Finance.

People

Teaching Staff Profiles

Current Student Profiles

Alumni Profiles

Course Director: Professor Christoph Reisinger

Course Administrator: Sarah Davidson

mathfin@maths.ox.ac.uk