MA420      Half Unit
Topics in Financial Mathematics

This information is for the 2025/26 session.

Course Convenor

Dr Pavel Gapeev

Availability

This course is available on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside option to students on other programmes where regulations permit. This course uses controlled access as part of the course selection process.

How to apply: Priority will be given to students from Financial Mathematics, followed by first-come-first served allocation (space permitting)

Students should check that they meet the pre-requisites in the course guide before applying.

Deadline for application: Apply by Friday 3 October 2025, 5pm

For queries contact: Maths.info@lse.ac.uk

Requisites

Additional requisites:

Knowledge of financial mathematics (as for example provided in MA415).
Depending on the topics selected, programming experience might be required. These requirements are spelled out in a syllabus that will be available to students at the beginning of the academic year.

Course content

This course covers modern topics in Financial Mathematics. The topics selected can differ year to year. A syllabus of the course content will be available to students at the beginning of the academic year.

Teaching

10 hours of seminars and 20 hours of lectures in the Winter Term.

Formative assessment

There will be regular homework assignments.

 

Indicative reading

A reading list will be provided in a syllabus that will be available to students at the beginning of the academic year.

Assessment

Essay (100%)

100% Coursework (More details will be provided in a syllabus that will be available to students at the beginning of the academic year.)


Key facts

Department: Mathematics

Course Study Period: Winter Term

Unit value: Half unit

FHEQ Level: Level 7

CEFR Level: Null

Total students 2024/25: 28

Average class size 2024/25: 28

Controlled access 2024/25: No
Guidelines for interpreting course guide information

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.

Personal development skills

  • Self-management
  • Problem solving
  • Application of information skills
  • Communication
  • Application of numeracy skills
  • Specialist skills