Graduate School

London Graduate School in Financial Mathematics


The London Graduate School in Mathematical Finance provides a programme of advanced courses in mathematical finance, primarily but not exclusively for first-year PhD students in the various groups. The programme started in October 2006 and continues for its twelfth year in October 2017.
Courses start in October 2017 and take place throughout the academic year.
A further activity of the School is the organisation of an annual PhD Day at LSE, in which students have the opportunity to present their work.
Please note that the programme is only available to PhD students, post-docs and staff in the constituent groups. It is not available to MSc students or to research students in other subjects.
Courses offered in 2017-2018

Courses offered in Oct-Dec 2017:
MF23 Advanced Probability Theory
MF21 A Unified Approach to Quadrature Pricing in Equity Derivatives Models: Theory and Practice

Courses offered in Jan-Mar 2018:
MF9 Introduction to Markov Process and their Applications
MF12 Incomplete Markets
MF26 Commodities Derivatives
MF4 Portfolio Optimisation
MF0 Stochastic integrals: an introduction to the Itō calculus

In general, each course will be given at the lecturer's home college. A mixture of long and short courses is offered. The duration of long courses is typically 20-30 hours across eight to ten weeks. The duration of short courses is 8-15 hours across four or five weeks (not necessarily consecutive).

Please note that this information is subject to further confirmation, and some changes to the 2016-17 course programme may occur. These courses do not provide credit towards a degree or diploma.

To get registered and To be on the mailing list for course announcements, follow the instructions on the Registration page.
Share by: