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Mathematical Finance Group Project - MAT00072M

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  • Department: Mathematics
  • Module co-ordinator: Dr. Christian Litterer
  • Credit value: 10 credits
  • Credit level: M
  • Academic year of delivery: 2021-22

Module will run

Occurrence Teaching cycle
A Summer Term 2021-22
B Summer Vacation 2020-21

Module aims

Students undertaking the Mathematical Finance Group Project will acquire research experience by studying selected topics in quantitative finance, improve their mathematical writing ability by preparing a group report and using professional mathematical editing software (such as LyX, Scientific Workplace or LaTeX) as well as their presentation skills by delivering a brief oral account on the topic of "What has been my own contribution to the group project", and develop organisational and time-management skills by working on assigned tasks within a group. Apart from transferable skills, this module's more immediate aim is also to prepare students to embark on the MSc Dissertation at the end of this module.

Module learning outcomes

By the end of this module students should:

1. develop ability for research into a chosen topic in quantitative finance;

2. be able to write a report in a mathematical topic to a professional standard commensurate with a postgraduate degree;

3. learn to use a mathematical editor (such as LyX, Scientific Workplace or LaTeX);

4. make a significant and proportionate contribution to the work of their group; learn to organise team work, to chair group meetings and to take minutes of meetings;

5. be able to deliver a brief presentation of the results of their work prepared to a professional standard commensurate with a postgraduate degree.


Task Length % of module mark
Group Project Report
N/A 80
Oral presentation/seminar/exam
N/A 20

Special assessment rules



Task Length % of module mark
Reassessment: Individual Written Report
N/A 100

Module feedback

  • Oral feedback and guidance provided by the supervisor during group meetings.

  • Written feedback provided by the supervisor on the draft report.

  • Comments following individual presentations.

  • Marker's comments on each student's individual contribution to the group project.

Indicative reading

Texts depend on the topic of the project

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.