Welcome
to 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.
Key Dates:
- Enrolment - Friday 4th September, 11:30-12:15 in the Student Services Centre Atrium in OLD (Old Building).
- Departmental Welcome Meeting - Monday 21st September, 13:00-15:00 in CBG 1.06 (Centre Building).
- MSc Welcome Reception (for all MSc Mathematics programmes) - Wednesday 23rd September, 12:30-14:30 in MAR 8.01 (The Marshal Building).
Key Information
Welcome Letter from Programme Director
MSc Financial Mathematics Handbook 2026-27
MSc Financial Mathematics Provisional Timetable Outline
MSc Financial Mathematics Programme Regulations
MSc Financial Mathematics Course Guide 2026-27
MSc Financial Mathematics Moodle Page
School Information
MA400 Information
MA400 Pre-sessional Course - Monday 7th to Friday 18th September, 11:00-16:00 in CLM 5.01 (Clement House).
MA400 Pre-sessional Course
MA400 Lecture Notes (with exercises)
MA400 Lectures Notes (without exercises)
PG Peer Buddies Scheme
This scheme aims to connect participants with a fellow postgraduate student on the same programme to share experiences, exchange useful information, and support one another in settling into life at LSE. For further information and to sign up for the scheme details can be found at PG Peer Buddies Scheme.
- Shreve, Stochastic Calculus for Finance II: Continuous-Time Models (Springer, 2004)
- Williams, Probability with Martingales (Cambridge University Press, 1991)