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 July and August.

Key Dates:

  • Enrolment - Friday 6 September 11.30-12.15 in the Student Service Centre (SSC) Atrium, Main Building, Houghton Street
  • Departmental Welcome Talk - Tuesday 24 September, 14.00-15.30 in room CBG 1.06 (Centre Building, Houghton Street)
  • MSc Welcome Reception (all MSc Mathematics programmes) - Wednesday 25 September, 14.00-15.30 Shaw Library (6th Floor) Main Building, Houghton Street 

Key Documents:

Welcome Letter from Programme Director

MSc Financial Mathematics Handbook 2024-25

MSc Financial Mathematics Timetable Outline

MSc Financial Mathematics Programme Regulations

LSE Campus Accessibility Map

Registration information

MSc Financial Mathematics Course Guide 2024-25

Link to the Department MSc Moodle Page


MA400 Information

MA400 Pre-sessional Course

MA400 Timetable

MA400 Lecture Notes (with exercises)

MA400 Lectures Notes (without exercises)

Preparatory Reading

  • Shreve, Stochastic Calculus for Finance II: Continuous-Time Models (Springer, 2004)
  • Williams, Probability with Martingales (Cambridge University Press, 1991)