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Statistics & Computational Finance Dissertation - MAT00043M

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  • Department: Mathematics
  • Module co-ordinator: Prof. Wenyang Zhang
  • Credit value: 60 credits
  • Credit level: M
  • Academic year of delivery: 2022-23
  • Notes: This is an independent study module

Module will run

Occurrence Teaching period
A Summer Term 2022-23 to Summer Vacation 2022-23
B Summer Vacation 2021-22 to Autumn Term 2022-23

Module aims

Candidates for the MSc degree will submit a dissertation of around 45 pages on a selected topic in Statistics or Computational Finance. Support and advice will be provided by individual dissertation supervisors.

Students submitting a dissertation will be expected to demonstrate the ability to absorb and analyse current research literature in Statistics or Computational Finance and to apply their computational modelling skills in concrete situations arising in 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 Statistics or Computational Finance;
  • provide evidence in their dissertation of their ability to read and understand current research literature in this field;
  • develop and/or apply the appropriate 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.

Module content

Students will select a topic from a list provided, but will also be encouraged to design their own topic subject to approval by the potential supervisor.

Supervisory backup will be provided individually to each student by means of meetings with the dissertation supervisor when necessary.

Assessment

Task Length % of module mark
Graduate/Postgraduate Dissertation
Dissertation		 N/A 100

Special assessment rules

None

Reassessment

None

Module feedback

  • Dissertation 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

Dependent on topic chosen.


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.