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