The Cass MSc inFinancial Mathematics

34,000is the size of our global alumni community

78%of our Masters graduates find employment within six months of leaving Cass

23is the average age of our MSc in Financial Mathematics students

The Cass advantageLocated in the heart of the City of London, one of the world’s great financial centres, Cass Business School is home to one of the largest finance faculties in Europe. Studying for your Masters here means being part of a global network of Cass students, alumni and partners, and ideally positioned to embark on the next exciting stage of your career journey.

About the courseThe MSc in Financial Mathematics gives you the tools necessary to undertake high quality research in both financial and academic institutions.

As such, you will be equipped for roles involving the development of pricing and risk management models and their testing, or for a career as a risk analyst or quantitative analyst.

ScholarshipsEach year, the School makes funds available for scholarships to outstanding students.

CareersMany graduates from the MSc in Financial Mathematics progress to one of two fields:• Derivatives valuation and portfolio

management within investment houses• Research departments within banks and

consultancy firms

Some examples of where recent graduates from the MSc in Financial Mathematics are working:• Lloyds Banking Group — Management

Information, Graduate MI Analyst — UK• Everest Re-Actuarial, Actuarial Assistant — UK• Algorithmics, an IBM company — Global

Support, Financial Engineer — UK• Orient Futures — Trading Department,

Trader — China• PT. Sukajadi Sawit Mekar HO — Strategy and

Planning Analyst — Indonesia

July 2014

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Full-timeInduction (two weeks)

Term one• Asset pricing• Numerical methods 1: foundations• Mathematical models for financial derivatives• Stochastic calculus• Research methods for quantitative

professionals.

Term two• Fixed income securities• Numerical methods 2: applications

in finance• Risk analysis• Advanced stochastic modelling methods

in finance.

Term threeFive electives or one elective and a Business Research Project.

Example of previous electives appropriate for this course*:• Hedge funds• Exotic options• Equity investment• Technical analysis and trading options• Advanced financial engineering and credit• Trading & hedging in the forex market• Behavioural finance• Visual basic.

*Subject to availability and pre-requisites

Standard entry requirements.Bachelors degree: UK 2.1 or above, or the equivalent from an overseas institution, in a highly quantitative programme such as mathematics, physics or engineering. Students should have covered areas such as calculus, statistics, probability theory and linear algebra during their first degree.

English requirements: IELTS score of 7.0 overall with a minimum of 6.5 in the writing component.

Curriculum overviewOn the MSc in Financial Mathematics you will acquire an in-depth knowledge and understanding of financial mathematical theory and modelling, along with probability theory and programming, which is then applied for asset pricing, modelling interest rates and risk management. To satisfy the requirements of the degree programme students must complete:

Nine core modules and five electives or one elective and a Business Research Project.

The Cass MSc in Financial Mathematics

“ Thanks to the quality of the lectures and the good balance between technical and applied modules, I received an offer from a top-tier bank to join a graduate training scheme.”

Leon Bezverkhni, Belgium MSc in Financial Mathematics

£23,000Tuition fees

4thin the UK

Financial Times European Business School rankings 2013

AccreditationCass Business School is among the global elite of business schools that hold the gold standard of ‘triple-crown’ accreditation from the Association to Advance Collegiate Schools of Business (AACSB), the Association of MBAs (AMBA) and the European Quality Improvement System (EQUIS).

61%/39%is our male to female ratio

MSc Specialist Masters student intake by geographical region

01 United Kingdom/Rest of Europe 50%02 Asia 35%03 Americas 7%04 Africa 5%05 Middle East 3%

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