MA OpenDay


to the MSc Financial Mathematics

Welcome to LSE and to the Department of Mathematics! We look forward to meeting you and welcoming you into the LSE 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 August and September.

Welcome Letter from Programme Director

MSc Financial Mathematics Handbook 2020/21

MA400 Pre-sessional Timetable.  This is a compulsory course which runs Monday 7th to Friday 18th September 2020.

MSc Financial Mathematics Timetable Outline

MSc Financial Mathematics Programme Regulations  

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, 2004)
  • Williams, Probability with Martingales (Cambridge University Press, 1991)