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Mathematical Finance Dissertation - MAT00073M

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  • Department: Mathematics
  • Module co-ordinator: Prof. Jacco Thijssen
  • Credit value: 60 credits
  • Credit level: M
  • Academic year of delivery: 2021-22
    • See module specification for other years: 2022-23
  • Notes: This is an independent study module

Module will run

Occurrence Teaching period
A Summer Term 2021-22 to Summer Vacation 2021-22
B Summer Vacation 2020-21 to Autumn Term 2021-22

Module aims

Candidates for the MSc in Mathematical Finance submit a dissertation of around 60 pages.

Advice to students working on their dissertation is provided on a regular basis through written feedback and scheduled fortnightly sessions with the dissertation supervisor throughout the Summer Term and beyond.

Students submitting the 60-credit dissertation are expected to demonstrate the ability to read and understand current research literature in mathematical finance and/or to apply their practical skills in concrete situations arising in financial engineering practice. Professionalism at the level of practitioners entering the field of quantitative finance is expected, but original contribution to research, while laudable, is not required.

Module learning outcomes

Students submitting a 60-credit dissertation are expected to demonstrate the ability to read and understand current research literature in mathematical finance and/or to apply their practical skills in concrete situations arising in financial engineering practice. Professionalism at the level of practitioners entering the field of quantitative finance is expected, but original contribution to research, while laudable, is not required.

Assessment

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

Special assessment rules

None

Reassessment

None

Module feedback

In line with standard department policy, advertised to students via their handbook each year.

Indicative reading

Depends on title of dissertation


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.