Program Overview
The Mathematical and Computational Finance at University of Oxford is a MSc programme in Business & Management over 10 months, delivered On-campus. This programme equips graduates with advanced knowledge and practical skills for professional and academic careers in the field.
Students gain a rigorous grounding in both the theoretical foundations and applied dimensions of business & management. The programme combines coursework, research components, and practical projects that develop critical thinking, problem-solving, and specialist expertise relevant to industry and research needs.
Graduates of the Mathematical and Computational Finance programme are well-prepared for careers in academia, industry, government, and the private sector across United Kingdom and internationally. The programme provides an internationally recognised qualification within the Bologna higher education framework.
Key Program Features
- Duration: 10 months
- Language of instruction: English
- Study mode: On-campus
- English requirement: IELTS 7
- Tuition: GBP 30,181 (Tuition (Year)) — International students; GBP 30,181 (Tuition (Year)) — EU/EEA students
- Location: Oxford, United Kingdom
Career Opportunities
Graduates of the Mathematical and Computational Finance programme are prepared for diverse careers in business & management:
- Business Analyst
- Management Consultant
- Product Manager
- Strategy Analyst
- Operations Manager
- Entrepreneur
Program Curriculum
Course Structure
- Stochastic Calculus
- Financial Derivatives
- Numerical methods I - Monte-Carlo
- Numerical methods I - Finite Differences
- Statistics and financial data analysis
- Financial Programming with C++ 1
- Exotic derivatives
- Stochastic volatility, jump diffusions
- Commodities
- Fixed income
- Credit derivatives
- Asset pricing and inefficiency of markets
- Market microstructure and trading
- Algorithmic trading
- Advanced financial data analysis
- Econometrics of volatility
- Machine learning
- Numerical methods 2 - Monte Carlo methods
- Numerical methods 2 - Finite differences
- Calibration
- Optimisation
- Introduction to stochastic control
Admission Requirements
Academic Requirements
- Applicants are normally expected to be predicted or have achieved a first-class or strong upper second-class undergraduate degree with honours (or equivalent international qualifications), as a minimum, in mathematics\xc2\xa0or a related discipline.\xc2\xa0
- Applicants should have a background in probability, statistics, ordinary and partial differential equations, linear algebra and analysis. They must demonstrate their aptitude for, and knowledge of, mathematics, particularly in the area of real analysis, through their performances in the admissions test and at interview.\xc2\xa0
- For applicants with a degree from the USA, the minimum GPA sought is 3.6 out of 4.0.
English Proficiency: IELTS 7 or equivalent.
Tuition & Financial Information
Tuition Fee
GBP 30,181 (Tuition (Year)) — International students; GBP 30,181 (Tuition (Year)) — EU/EEA students
Tuition fees: GBP 30,181 (Tuition (Year)) — International students; GBP 30,181 (Tuition (Year)) — EU/EEA students
IELTS requirement: 7
Financial Aid & Scholarships
Contact University of Oxford directly for scholarship, grant, and financial aid information for this programme. Many European universities offer merit-based and need-based funding for international and domestic students.
About University of Oxford
University of Oxford
Oxford, United Kingdom
University of Oxford is a distinguished institution of higher education committed to academic excellence, innovative research, and preparing students for leadership in their chosen fields. The...
University Profile- Application Deadline 2010-03-18
- Start Date 2018-10-08
- Language English
- Duration 10 months