Advice on applying MSc Financial Mathematics in UK

[sapphireblue]

Hi, I am interested to apply for MSc Financial Mathematics. My background is Financial Economics. I have tried my best to take as many math courses as possible (stochastic processes including SDE, real analysis,advanced calculus and Linear algebra).I have also taken one graduate level course in continuous time optimization (some review of differential equation, calculus of variation, Euler Lagrange,frechet and gateaux derivatives, Hamilton Jacobi Bellman and stochastic control) but I have not taken any PDE or ODE course . Using Digonalisation, Jordan form and Laplace transform to solve ODE was covered in one of the mathematical method course. Will I have any chance to be accepted for MSc Financial Math.

Will it helps to meet the entry requirement of differential equation if I take numerical PDE course online which covers Fourier methods, second-order PDEs, notable examples of elliptic, parabolic and hyperbolic PDEs, diffusion equation, Feynman-Kac theorem and relationship with SDEs, Crank Nicolson, theta method, stability and convergence., review of Numerical Linear Algebra. I have Programming experience in Stata, Matlab, C++ and python.

I am planning to apply for MSc math and finance in imperial.
Core Modules | Imperial College London
MSc Mathematics and Finance | Imperial College London

 

[Philip_Mitterrand]

A quality course is MSc Computational Math Finance offered @ Edinburgh. The Imperial course ignores programming to a great extent and unless you are pursuing PhD such a rigorous foundation is overdone.

 

[F.Fontana]

A quality course is MSc Computational Math Finance offered @ Edinburgh. The Imperial course ignores programming to a great extent and unless you are pursuing PhD such a rigorous foundation is overdone.

Considering that there are 2 courses on C++, he claims to have programming experience already, he appears to be more interested in the maths than programming, it's Imperial, it's London, I'm surprised that you recommend Edinburgh over Imperial.

You have the potential to get admitted, but you are competing with other 100s of applicants, i.e. great randomness. Make sure to provide a reliable proof of what you know when you apply if you are intentioned to take online courses.

 

[Philip_Mitterrand]

Imperial course is in no essence a target program like Oxford MCF rather highly commoditized. It's like a huge town banquet filled with mostly foriegn students with no work exp even though its the same across the spectrum. Fin Math programs have standard cores, however the challenge is to find a small class size which usually translates to better educational experience. Kings Math have close to 75, Edinburgh 30+; Give me something less than 20 class and I will upvote it.

Considering that there are 2 courses on C++, he claims to have programming experience already, he appears to be more interested in the maths than programming, it's Imperial, it's London, I'm surprised that you recommend Edinburgh over Imperial.

You have the potential to get admitted, but you are competing with other 100s of applicants, i.e. great randomness. Make sure to provide a reliable proof of what you know when you apply if you are intentioned to take online courses.