 MSc in mathematical and computational finance course of the University of Oxford

Official course description.

Introductory week followed by core courses: stochastic calculus; financial derivatives; numerical methods; statistics and financial data analysis; financial computing with C++ in each of the first two terms; deep learning; quantitative risk management; stochastic control; fixed income. Four electives complete the taught programme. Third-term dissertation, potentially prepared in connection with an industry internship.