Welcome to LSE and to the Department of Mathematics! We look forward to meeting you and welcoming you into the LSE community. Hopefully, you have received information from the School about registration, Welcome Week and other important matters. We will also be sending you some information which you should receive during August and September.
Key Dates:
- Enrolment - Friday 6 September 11.30-12.15 in the Student Service Centre (SSC) Atrium, Main Building, Houghton Street
- Departmental Welcome Talk - Tuesday 24 September, 14.00-15.30 in room CBG 1.06 (Centre Building, Houghton Street)
- MSc Welcome Reception (all MSc Mathematics programmes) - Wednesday 25 September, 14.00-15.30 Shaw Library (6th Floor) Main Building, Houghton Street
Key Documents:
Welcome Letter from Programme Director
MSc Financial Mathematics Handbook 2024-25
MSc Financial Mathematics Timetable Outline
MSc Financial Mathematics Programme Regulations
LSE Campus Accessibility Map
Registration information
MSc Financial Mathematics Course Guide 2024-25
Link to the Department MSc Moodle Page
MA400 Information
MA400 Pre-sessional Course
MA400 Timetable
MA400 Lecture Notes (with exercises)
MA400 Lectures Notes (without exercises)
- Shreve, Stochastic Calculus for Finance II: Continuous-Time Models (Springer, 2004)
- Williams, Probability with Martingales (Cambridge University Press, 1991)