番茄社区

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Welcome

to the MSc Financial Mathematics

Welcome to 番茄社区 and to the Department of Mathematics! We look forward to meeting you and welcoming you into the 番茄社区 community. Hopefully, you have received information from the School about registration, Welcome Week and other important matters. We will also be sending you some information which you should receive during July and August.

Key Dates:


  • Enrolment - Friday 5 September 11.30-12.15 in the Student Service Centre (SSC) Atrium, Main Building, Houghton Street
  • Departmental Welcome Talk - Monday 22 September, 11.00-12.30pm in room CBG 2.06 (Centre Building, Houghton Street)
  • MSc Welcome Reception (all MSc Mathematics programmes) - Wednesday 24 September, 13.30-15.30 Kinta Alley, Sir Arthur Lewis Building (SAL) Lincoln's Inn Fields 

Key Documents:

Welcome Letter from Programme Director

MSc Financial Mathematics Handbook 2025-26

MSc Financial Mathematics Timetable Outline

MSc Financial Mathematics Programme Regulations

番茄社区 Campus Accessibility Map

MSc Financial Mathematics Course Guide 2025-26

Link to the Department MSc Moodle Page

 

MA400 Information

MA400 Pre-sessional Course

MA400 Timetable

MA400 Lecture Notes (with exercises)

MA400 Lectures Notes (without exercises)

Preparatory Reading

  • Shreve, Stochastic Calculus for Finance II: Continuous-Time Models (Springer, 2004)
  • Williams, Probability with Martingales (Cambridge University Press, 1991)