Imperial College > Department of Mathematics
This course provides you with everything you need to get into this area at a level where you can understand – and contribute to – industry practice and the latest research.
Scientific computing (object-orientated programming in C++) is an integral part of the programme.
This course is suited to recent graduates in mathematical science and engineering, but we also welcome applications from candidates already employed in the financial services sector looking to expand their skills.
- Algorithmic and High-Frequency Trading
- Algorithmic Trading and Machine Learning
- Convex Optimisation
- Data Analysis and Machine Learning
- Deep Learning
- Malliavin Calculus in Finance
- Market Microstructure
- Numerical Methods in Finance
- Portfolio Management
- Rough Path Theory in Machine Learning
- Selected Topics in Quantitative Finance
- Stochastic Control in Finance
- Topics in Derivatives Pricing
- Independent research project
- Office hours
- Problem classes
- Problem sheets
- Written examinations
These lists are not intended to be exhaustive, and may be subject to change. You should check the course homepage for further details and the most up-to-date information.