BSc Financial Mathematics and Statistics
London School of Economics and Political Science
Entry requirements
A-levels: A*AA, with an A* in Mathematics IB Diploma: 39 points overall, including 766 at higher level, with 7 in Mathematics: analysis and approaches.
About this course
BSc in Financial Mathematics and Statistics, a mathematics and statistics degree focused on mathematical and statistical principles for financial decisions and investments. Core topics include Statistics and Mathematical Modelling. The curriculum covers fundamental financial economics, mathematical methods and analysis in the early stages, progressing to advanced finance, optimization and pricing techniques. The first year covers core foundations through Microeconomics I, Macroeconomics I, Mathematical Methods, Elementary Statistical Theory, Mathematical Proof and Analysis, and Abstract Mathematics and Algorithms. The second year extends these methods with Principles of Finance I, Principles of Finance II, Further Mathematical Methods (Calculus), Further Mathematical Methods (Linear Algebra), Probability and Distribution Theory, Statistical Inference, Real Analysis, and Introduction to Pricing, Hedging and Optimization. The final year involves advanced study including Risk Management and Modelling, Derivatives, Computational Methods in Financial Mathematics, and Financial Statistics, alongside outside options.
Modules
- Microeconomics I
- Macroeconomics I
- Mathematical Methods
- Elementary Statistical Theory
- Mathematical Proof and Analysis
- Abstract Mathematics and Algorithms
- The LSE Course
- Principles of Finance I
- Principles of Finance II
- Further Mathematical Methods (Calculus)
- Further Mathematical Methods (Linear Algebra)
- Probability and Distribution Theory
- Statistical Inference
- Real Analysis
- Introduction to Pricing, Hedging and Optimization
- Risk Management and Modelling
- Derivatives
- Computational Methods in Financial Mathematics
- Financial Statistics
- Outside options to the value of one unit