Last modified: 22 May 2019 17:07
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.
|Session||First Sub Session||Credit Points||15 credits (7.5 ECTS credits)|
|Campus||Old Aberdeen||Sustained Study||No|
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.
Information on contact teaching time is available from the course guide.
One 2h written exam (70%); One individual assignment (30%)
Resit - One 2h written exam (100%)
There are no assessments for this course.