F71TA Special Topics 1

Course co-ordinator(s): UoE Staff (Edinburgh).

Aims:

The aim of the special topics course is to give students the opportunity to learn more about recent developments in financial mathematics. The course also aims to help students choose an appropriate summer project.

This course is only available to students on the MSc Financial Mathematics programme.

Detailed Information

Course Description: Link to Official Course Descriptor.

Pre-requisites: none.

Location: Edinburgh.

Learning Outcomes: Subject Mastery

On completion of this course the student should:

  • be able to read and understand one or more research papers for each Special Topics project
  • have improved their skills in reading research papers in financial mathematics
  • have a detailed and critical understanding of selected recent developments in financial mathematics
  • be able to demonstrate expertise in applying a variety of financial mathematics techniques in the context of the problem
  • be able to write a coherent essay on each of two topics in a way which demonstrates that they have understood the material
  • be able to demonstrate the ability to learn independently
  • manage their time, work to deadlines and prioritise workload
  • be able to perform numerical calculations using a suitable computer language or package as required for individual topics
  • present effectively their results for one option in a way which demonstrates that they have understood the relevant research papers and that they have accurately performed any numerical calculations
  • assess issues with working as part of a team.

Reading list:

None

SCQF Level: 11.

Other Information

Help: If you have any problems or questions regarding the course, you are encouraged to contact the course leader.

Canvas: further information and course materials are available on Canvas