Research Topics in Financial Mathematics

This information is for the 2021/22 session.

Teacher responsible

Ms Chhaya Trehan


This course is available on the MPhil/PhD in Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to students on other programmes where regulations permit.

PhD students in the departments of Mathematics and Statistics along with other members of the research community are welcome to attend.

Course content

The seminar ranges over many areas of financial mathematics, stochastic analysis and stochastic control theory.


6 hours of seminars in the MT. 6 hours of seminars in the LT.

6 x 1 hour talks by researchers in the MT and LT.


Additional seminars will be scheduled throughout the year. Please see the Timetables website for further information.

Formative coursework

This course is not assessed.


This is a non-assessed course.

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Important information in response to COVID-19

Please note that during 2021/22 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the differing needs of students in attendance on campus and those who might be studying online. For example, this may involve changes to the mode of teaching delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Mathematics

Total students 2020/21: Unavailable

Average class size 2020/21: Unavailable

Controlled access 2020/21: No

Value: Non-credit bearing

Guidelines for interpreting course guide information