Diploma Project in Mathematical Finance - MAT00022M

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Module will run

None

Module aims

Candidates for the Diploma will submit a project of around 30 pages on a selected topic in Mathematical Finance. Support and advice will be provided by individual dissertation supervisors and consultants.

Students submitting a project will be expected to demonstrate the ability to absorb and analyse material in advanced textbooks or monographs in mathematical finance and in some cases current research literature, and/or to apply their skills of implementation of mathematical models in concrete situations arising in financial engineering practice. Original contribution to research will not be required.

Module learning outcomes

By the end of this module students should

• demonstrate an ability to follows and absorb advanced new material in advanced textbooks or monographs and in some cases research literature relevant to their chosen topic in mathematical finance;
• provide evidence in their dissertation of their ability to read and understand advanced materials as in item 1 above.;
• where appropriate for the selected topic, develop and apply computer software to present a solution to the problem at hand;
• present the outcome of their study and the background for the chosen topic in a self-consistent, clear, rigorous and accessible manner;
• demonstrate the ability to locate and understand current literature in the selected area of their study;
• present a critical approach emphasizing the strengths and limitations of the approaches, methods, and solutions studied.

Indicative assessment

Task	% of module mark
University - project	100.0

Special assessment rules

None

Indicative reassessment

Task	% of module mark
University - project	100.0

Module feedback

• Draft work will be read and returned with comments by the supervisor and/or consultants before each supervisory meeting.
• Oral feedback during supervisory meetings.
• Project results will be made available shortly after the meeting of the MSc Board of Examiners in November.
• Results on reassessment will be made available as soon as possible after the submission date.

Indicative reading

Information currently unavailable