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: YesCourse 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