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 Course

MA400 Pre-sessional Course Welcome Letter

MSc Financial Mathematics Timetable Outline

MSc Financial Mathematics Programme Regulations  

LSE Campus Accessibility Map

Registration information

Link to the Department MSc Moodle Page

Preparatory Reading

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