- Department: Mathematics
- Module co-ordinator: Prof. Jacco Thijssen
- Credit value: 60 credits
- Credit level: M
- Academic year of delivery: 2022-23
- See module specification for other years: 2021-22
- Notes: This is an independent study module
Occurrence | Teaching period |
---|---|
A | Summer Term 2022-23 |
B | Summer Vacation 2021-22 to Autumn Term 2022-23 |
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.
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.
Task | Length | % of module mark |
---|---|---|
Graduate/Postgraduate Dissertation Dissertation |
N/A | 100 |
None
None
In line with standard department policy, advertised to students via their handbook each year.
Depends on title of dissertation