Programme And Module Handbook
 
Course Details in 2021/22 Session


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Module Title LM Mathematical Finance Dissertation
SchoolMathematics
Department Mathematics
Module Code 06 36977
Module Lead Dr David Leppinen
Level Masters Level
Credits 60
Semester
Pre-requisites
Co-requisites
Restrictions None
Contact Hours Project supervision-10 hours
Guided independent study-590 hours
Total: 600 hours
Exclusions
Description This module gives the students an opportunity to carry out independent study of a topic in Mathematical Finance that particularly interests them. This will involve either applying or expanding the skills learned in the taught modules. It will also involve critical analysis of the problem under investigation in the context of known literature, description of the methods used or developed and presentation of the final results.
Learning Outcomes By the end of the module students should be able to:
  • View and perform critical analysis of a problem based on the fundamental principles of Mathematical Finance
  • Independently conduct research and manage their time. Identify ways in which models may be tested, developed or improved.
  • Present critical analysis of research in the form of a written report, an oral presentation, and be able to answer questions on their presentation.
  • Interpret the financial implications of modelling in addition to mathematical and computational aspects to general audience.
Assessment
Assessment Methods & Exceptions 16000-20000 word Written Dissertation (80%) and Oral Presentation (20%).

Students who do not meet the pass mark of 50 on their first attempt will be allowed a second and final re-submission of their dissertation.
Other
Reading List