MA OpenDay


to the MSc Financial Mathematics

Welcome to The London School of Economics and Political Science, and to the Department of Mathematics. We look forward to seeing you when you arrive. Hopefully you have already received some information from the School about registration, Welcome Week and other important matters. 

Welcome Letter from Programme Director

MSc Financial Mathematics Handbook 2019/20

MA400 Pre-sessional Timetable.  This is a compulsory course which runs 9th to 20th September 2019.

MSc Financial Mathematics Timetable Outline

MSc Financial Mathematics Programme Regulations

Provisional course guides  

LSE Campus Accessibility Map

You can also find general programme and course information on the MSc Financial Mathematics degree page.

Preparatory Reading

Shreve, Stochastic Calculus for Finance II Continuous-Time Models, Springer; and D. Williams, Probability with Martingales (Cambridge University Press).

To familiarise yourselves with the basic elements of programming with the C language, we suggest the following textbooks: D.M. Capper, Introducing C++ for Scientists, Engineers and Mathematicians, Springer; B. Stroustrup, The C++ Programming Language, Addison Wesley; M. J. Capiński, T. Zastawniak, Numerical Methods in Finance with C++, Cambridge University Press; M. S. Joshi, C++ Design Patterns and Derivatives Pricing, Cambridge University Press;

For those of you who are already familiar with parts of C++ can start reading the book by B. Stroustrup. All others should start with the first chapters in the book by Capper.