Department of Mathematics

maths equations on board

Key facts

Research Excellence Framework (REF) 2021

4th in the UK (Mathematical Sciences) – based on the proportion of world-leading research

The Times and Sunday Times Good University Guide 2022

4th in the UK

The Department of Mathematics is one of the strongest and most active in the UK.

We're also one of the largest, with hundreds of undergraduates undertaking a broad range of BSc and MSci courses, in addition to our MSc and PhD students.

Our teaching staff comprises 80 academic staff (including 40 Professors), some 70 Research Associates/Fellows, and a steady flow of international visitors. We also have strong links with external organisations, especially with the aerospace and pharmaceutical industries, the government statistical service, retail and investment banking, and the hedge fund sector.

The principal aim of the Department is to train professional mathematicians to pursue the study of scientific and technological problems by mathematical methods, and to undertake research. Our research is organised into four sections:

  • Applied Mathematics and Mathematical Physics (including Numerical Analysis)
  • Mathematical Finance
  • Pure Mathematics
  • Statistics

These sections support our extensive PhD programme, as well as helping us to keep our MSc courses at the cutting edge of the field.

Facilities

The Department has an access grid node, enabling us to share live postgraduate-level lectures with similar nodes in Oxford, Warwick, Bath and Bristol.

We have excellent computing facilities in the Department, and the College’s central Library holds an extensive mathematics collection.

Study opportunities

The Department offers a number of study options to help you take your knowledge to the next level.

Courses and research

Master's courses

MSc courses

Research programmes

Below are some example of research topics that are currently being studied, or have been studied in the Department in the recent past.

For more information about the doctoral programme in Department.

Pure mathematics

  • Algebra and algebraic combinatorics
  • Analysis and probability
  • Geometry and topology
  • Number theory and algebraic geometry
  • Stochastic analysis

Applied mathematics and mathematical physics

  • Applied analysis and computation

Statistics

  • Applications in biology, finance and medicine
  • Bayesian modelling, theory and computation, stochastic simulation, statistical genetics, changepoint problems, Bayesian non-parametric methods, random effects models, mixture models, survival analysis
  • Design of experiments, randomisation
  • Pattern recognition and classification methods, data mining, pattern discovery and detection, bioinformatics and proteomics, systems biology
  • Statistical theory, bootstrap inference
  • Time series, spectral analysis, wavelet methods, applications in the physical sciences

Mathematical finance

  • Analysis of complex financial instruments such as convertible bonds and collateralised debt obligations
  • Computational finance
  • Default risk models for correlated default events and pricing of securities with credit-risk
  • Finite-dimensional models for the term structure of interest rates
  • Models of stochastic volatility
  • Stochastic methods of finance, general theory of processes, stochastic differential equations, Malliavin calculus
  • Valuation and risk management in incomplete markets