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MA420      Half Unit
Topics in Financial Mathematics

This information is for the 2024/25 session.

Teacher responsible

Prof Johannes Ruf

Availability

This course is available on the MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available with permission as an outside option to students on other programmes where regulations permit.

Pre-requisites

Knowledge of financial mathematics (as for example provided in MA415).

Depending on the topics selected, programming experience might be required. These requirements are spelled out in a syllabus that will be available to students at the beginning of the academic year.

Course content

This course covers modern topics in Financial Mathematics. The topics selected can differ year to year. A syllabus of the course content will be available to students at the beginning of the academic year.

Teaching

This course is delivered through a combination of seminars and lectures totalling a minimum of 30 hours across Winter Term.

Formative coursework

There will be regular homework assignments.

Indicative reading

A reading list will be provided in a syllabus that will be available to students at the beginning of the academic year.

Assessment

Coursework (100%).

100% Coursework (More details will be provided in a syllabus that will be available to students at the beginning of the academic year.)

Key facts

Department: Mathematics

Total students 2023/24: 46

Average class size 2023/24: 45

Controlled access 2023/24: No

Value: Half Unit

Course selection videos

Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.

Personal development skills

  • Self-management
  • Problem solving
  • Application of information skills
  • Communication
  • Application of numeracy skills
  • Specialist skills