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Master’s in Mathematical and Computational Finance

The Master’s in Mathematical and Computational Finance program is designed to build on students’ knowledge of the advanced concepts needed to understand the modern models and techniques used in mathematical finance. It draws on modern probability theory and stochastic analysis as they apply to finance, to better equip future managers to manage the risk involved in market portfolios. The mathematical, probability and economics concepts and numerical and computing methods taught in the program’s rigorous courses reflect all the complexity of modern methods. The program trains professionals in one of the most highly sought areas of expertise, able to work in:

  • Financial institutions
  • Pension funds
  • Corporate financial departments
  • Public or government business enterprises requiring quantitative financial analysts

The program is offered by the Department of Mathematics and Statistics (DMS) jointly with the Department of Computer Science and Operational Research (DIRO) and the Department of Economics.

  • Fall and winter admission
  • Daytime classes
  • Full-time and part-time
  • Credits: 45, including 6 optional course credits
  • Option of doing an internship or supervised project



All about this program

Standard courses

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Questions about this program?

Fabian Bastin (Program supervisor): Tel.: 514 343-6952

Philippe Doyon (TGDE): Tel. : 514 343-6111 ext. 3508

The + of studying mathematical and computational finance at the Université de Montréal!

  • The program draws on the Department’s strengths in stochastic and numerical methods applied to financial markets.
  • A thorough grounding in the mathematics required to understand the latest models for the valuation of financial instruments and risk management tools.
  • A 45-credit graduate diploma offering scientific training preparing graduates to work as quantitative financial analysts.
  • UdeM is among the top 100 universities in the world in operations research (QS), economics (US News and Shanghai Rankings), mathematics (QS), computer science (NTU), as well as accounting and finance (QS).
  • The Université de Montréal occupies the 32nd world rank in statistics and operational research in the 2019 rankings of QS.