Course co-ordinator(s): Dr Dominic Breit (Edinburgh).
Aims:
To conduct a sustained piece of work in the area of quantitative financial and mathematics. To write a substantial report which effectively communicates the results of this work.
Summary:
To conduct a sustained piece of work in the area of quantitative financial and mathematics. To write a substantial report which effectively communicates the results of this work.
Detailed Information
Course Description: Link to Official Course Descriptor.
Pre-requisites: none.
Location: Edinburgh.
Semester: 3.
Syllabus:
On completion of this course the student should:
• be able to access, use and demonstrate an understanding of the appropriate research literature
• have broadened their knowledge of quantitative finance and mathematics
• Have improved their skills in reading research papers in relevant areas
• Detailed and critical understanding of a selected recent developments in mathematics related to quantitative finance
Learning Outcomes:
• Deepen detailed knowledge in a particular area of mathematics related to quantitative finance
• Be able to put the work into a broader context
• perform numerical calculations using a suitable computer language or package as required for the project
• write a well-structured and coherent report on their work in a way which can be easily be understood by their examiners
• Ability to read relevant literature.
Assessment Methods: Due to covid, assessment methods for Academic Year 2020-21 may vary from those noted on the official course descriptor. Please see the Computer Science Course Weightings and the Maths Course Weightings for 2020-21 Semester 1 assessment methods.
SCQF Level: 11.
Credits: 60.