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MX5013: MATHEMATICS FOR FINANCE (2016-2017)

Last modified: 28 Jun 2018 10:27


Course Overview

​There is an interest in raising the level of understanding of mathematics in the financial sector. This course is a part of the new MSc programme in Financial Mathematics and provides students with the theoretical and practical skills related to discrete time models of financial markets.

Course Details

Study Type Postgraduate Level 5
Session First Sub Session Credit Points 15 credits (7.5 ECTS credits)
Campus Old Aberdeen Sustained Study No
Co-ordinators
  • Professor Jarek Kedra

Qualification Prerequisites

None.

What courses & programmes must have been taken before this course?

  • Any Postgraduate Programme (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

​The course will discuss the basic mathematical concepts necessary for understanding mathematical models of financial markets. The topics will include: discrete probability, measure theory and integration, general probability, differential equations, statistics.

In light of Covid-19 this information is indicative and may be subject to change.

Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

None.

More Information about Week Numbers


In light of Covid-19 and the move to blended learning delivery the assessment information advertised for second half-session courses may be subject to change. All updates for second-half session courses will be actioned in advance of the second half-session teaching starting. Please check back regularly for updates.

Summative Assessments

One 2h written exam (70%); One individual assignment (30%)

Resit - ​One 2h written exam (100%)

Formative Assessment

There are no assessments for this course.

Feedback

None.

Course Learning Outcomes

None.

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