Pre-sessional programme: Mathematics for Quantitative Finance

This course is suitable for students who would like to embark on the MSc in Mathematical Finance by Online Distance Learning but need to revise and consolidate their mathematics background before the MSc programme.

It takes between 2 and 4 months (flexible) to complete the course, and students can start at any time of the year. It is delivered by online distance learning. Presence on campus or in the UK is not needed at any point, but a good stable internet connection is essential.

This pre-sessional programme operates under the University's CPD (Continuing Professional Development) provisions. It is a non-award-bearing non-credit-rated course.

At the end students complete a piece of open-book take-home assessed coursework. Those who achieve a mark of 50% or higher will receive a CPD certificate of completion. To secure an unconditional offer for the MSc in Mathematical Finance by Online Distance Learning students will need to achieve a mark of 60% or higher (subject to any remaining admission criteria such as English language).

Resources provided for students

  • lecture notes 
  • exercises 
  • feedback on submitted work 
  • worked solutions to the exercises 
  • eight 30-minute one-to-one online sessions via Skype with a Personal Tutor 
  • VLE (Virtual Learning Environment) support
  • email support by Personal Tutor 

Syllabus

  • Sets and functions (sets, functions, relations) 
  • Convergence (sequences of numbers, sequences of functions, uniform convergence, pointwise convergence) 
  • Calculus (continuity, uniform continuity, derivatives and partial derivatives, Taylor expansion, differential equations, integration) 
  • Probability (finite sample spaces, probability on [0,1], conditional probability, independence, random variables, probability distribution, expectation and variance, covariance, densities).

Tuition Fee

The tuition fee for the pre-sessional programmme is £1,500.

How to apply

If you do not already have an offer for the MSc (or Postgraduate Certificate) in Mathematical Finance by Online Distance Learning, you can submit an application for the Pre-sessional programme "Mathematics for Quantitative Finance" here

If you have already received a conditional offer for the MSc (or Postgraduate Certificate) in Mathematical Finance by Online Distance Learning subject to completing the pre-sessional course "Mathematics for Quantitative Finance", please log into the applicant portal (using the login details you have received from Postgraduate Admissions) and apply/register for the presessional course from there.

Candiates applying for the MSc in Mathematical Finance by Online Distance Learning will be automatically considered for the pre-sessional course if it turns out that their background in mathematics is insufficient for direct entry to the MSc.

Enrolment

Students are enrolled on the pre-sessional course as soon as the tuition fee of £1500 is received by the University. The starting date is 7 days following enrolment. This pre-sessional course operates under the University's CPD (Continuing Professional Development) provisions, and the applicable Terms and Conditions can be found under Short Courses Terms and Conditions.

Tuition Fee

The tuition fee for the pre-sessional programmme is £1,500.

How to apply

Candiates applying for the MSc in Mathematical Finance by Online Distance Learning will be automatically considered for the pre-sessional course if it turns out that their background in mathematics is insufficient for direct entry to the MSc.

If you do not already have an offer for the MSc (or Postgraduate Certificate) in Mathematical Finance by Online Distance Learning, you can submit an application for the pre-sessional course here