Financial Mathematics

The proposed programme will equip students with the relevant contemporary knowledge and skills, including new digital innovations such as machine learning with financial applications, computational finance and statistical and data analysis. In the Summer Trimester students will explore their theoretical and applied knowledge in greater depth by completing a dissertation or they will be able to apply their theoretical knowledge to real-world situations via a work placement with a financial firm.

Subjects taught

Stage 1 Core

Stochastic Calculus MATH40690

Fin.Risk Measurement & Mngmt MATH40720

Counterparty Credit Risk MATH40730

Advanced Financial Models MATH40740

Stage 1 Option

Computational Finance ACM30070

PDEs in Financial Maths ACM30080

Scientific Programming Concepts (ICHEC) ACM40660

Optimisation in MLAC M40990

Introduction to Relational Databases and SQL Programming COMP40725

Big Data Programming COMP47470

Energy Economics and Policy ECON42360

Behavioural Economics ECON42560

Advanced Econometrics: Time Series ECON42710

Measure Theory & Integration MATH40430

Financial Work Placement MATH40750

Financial Dissertation MATH40760

Data Programming with R (Online) STAT40730

Statistical Machine Learning (online) STAT40750

Data Prog with Python (online) STAT40800

Bayesian Analysis (online) STAT40850

Entry requirements

-The minimum entry requirement will be a 2:1 (or equivalent grade) BSc in Financial Mathematics, Mathematics, Applied and Computational Mathematics, or Statistics.

-Applicants whose first language is not English must also demonstrate English language proficiency of IELTS 6.5 (no band less than 6.0 in each element), or equivalent.

-Students meeting the programme’s academic entry requirements but not the English language requirements, may enter the programme upon successful completion of UCD’s Pre-Sessional or International Pre-Master’s Pathway programmes.

Please see the following link for further information http://www.ucd.ie/alc/programmes/pathways/

Application dates

The following entry routes are available:

MSc Financial Mathematics FT (T341)

Duration 1 Years

Attend Full Time

Deadline Rolling*

MSc Financial Mathematics PT (T349)

Duration 2 Years

Attend Part Time

Deadline Rolling*

* Courses will remain open until such time as all places have been filled, therefore early application is advised

Duration

1 year full-time

MODE OF DELIVERY: Face-to-Face

2 years part-time

MODE OF DELIVERY:Face-to-Face

Enrolment dates

NEXT INTAKE: 2024/2025 September.

Post Course Info

Graduates with training in Financial Mathematics can cover upper-level quantitative roles in several sub-sectors such as:

Quantitative analysis in financial firms and hedge funds

Risk modelling in banking and insurance

Computational modelling in fintech

Research and academia