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Mathematical Finance Dissertation (Online Version) - MAT00026M

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  • Department: Mathematics
  • Module co-ordinator: Prof. Tomasz Zastawniak
  • Credit value: 60 credits
  • Credit level: M
  • Academic year of delivery: 2021-22
  • Notes: This is an independent study module

Module will run

Occurrence Teaching cycle
A1 Autumn Term 2021-22 to Spring Term 2021-22
A2 Autumn Term 2021-22 to Summer Term 2021-22
B1 Spring Term 2021-22 to Summer Term 2021-22
B2 Spring Term 2021-22

Module aims

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.

Assessment

Task Length % of module mark
Graduate/Postgraduate Dissertation
Dissertation
N/A 100
Oral presentation/seminar/exam
Online Viva
N/A 0

Special assessment rules

None

Reassessment

Task Length % of module mark
Graduate/Postgraduate Dissertation
Dissertation
N/A 100
Oral presentation/seminar/exam
Online Viva
N/A 0

Module feedback

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Indicative reading

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The information on this page is indicative of the module that is currently on offer. The University is constantly exploring ways to enhance and improve its degree programmes and therefore reserves the right to make variations to the content and method of delivery of modules, and to discontinue modules, if such action is reasonably considered to be necessary by the University. Where appropriate, the University will notify and consult with affected students in advance about any changes that are required in line with the University's policy on the Approval of Modifications to Existing Taught Programmes of Study.