Mathematical Finance Dissertation - MAT00073M

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Module will run

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

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.

Indicative assessment

Task	% of module mark
Graduate/Postgraduate Dissertation	100

Special assessment rules

None

Indicative 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