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.
Study Type  Postgraduate  Level  5 

Session  First Sub Session  Credit Points  15 credits (7.5 ECTS credits) 
Campus  Old Aberdeen  Sustained Study  No 
Coordinators 

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.
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