Aims:
The aim is to conduct a sustained piece of work on a single topic in financial mathematics and to write a substantial report which communicates the results of this work to other financial mathematicians.
Detailed Information
Course Description: Link to Official Course Descriptor.
Pre-requisites: none.
Location: Edinburgh.
Semester: 3.
Learning Outcomes:
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 financial mathematics;
- Have improved their skills in reading research papers in financial mathematics;
- Detailed and critical understanding of a selected recent development in financial mathematics;
- Demonstrate expertise in applying a variety of financial mathematics techniques in the context of the problem;
- Demonstrate the ability to learn independently;
- Manage time, work to deadlines and prioritise workloads;
- conduct a sustained piece of work on a single topic over a period of weeks ;discuss the detail of their project with their supervisor;
- 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;
- assess issues with working as part of a team, as required for the project.
Reading list:
None
Assessment Methods: Due to covid, assessment methods for Academic Year 2021-22 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.
Other Information
Help: If you have any problems or questions regarding the course, you are encouraged to contact the lecturer
Canvas: further information and course materials are available on Canvas