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. 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 £1,860.

How to apply

MSc/PGCert offer-holders

If you need to complete Mathematics for Quantitative Finance to meet your offer for the MSc in Mathematical Finance (online), please log into the applicant portal (using the login details you have received from Postgraduate Admissions) to register for the pre-sessional course:

Direct applicants

You may also apply directly to Mathematics for Quantitative Finance as a standalone course:

Apply directly

Enrolment

Students are enrolled on the pre-sessional course as soon as the tuition fee is received by the University. The starting date is 14 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.