Candidates for the MSc degree will submit a dissertation of around 60 pages on a selected topic in Mathematical Finance. Support and advice will be provided by individual dissertation supervisors and consultants. Students submitting a dissertation will be expected to demonstrate the ability to absorb and analyse current research literature in mathematical finance and/or to apply their skills of implementation of mathematical models in concrete situations arising in financial engineering practice. Original contribution to research, while laudable, will not be required.
Module learning outcomes
By the end of this module students should
demonstrate an ability for in-depth independent research into a chosen topic in mathematical finance;
provide evidence in their dissertation of their ability to read and understand current research literature in this field;
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 research 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 research;
present a critical approach emphasizing the strengths and limitations of the approaches, methods, and solutions studied.