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||Second Sub Session||Credit Points||15 credits (7.5 ECTS credits)|
|Campus||Old Aberdeen||Sustained Study||No|
The course is a continuation of the course on time models and introduces the continuous time models of financial markets. The course combines financial motivation with mathematical rigour and it covers subjects including: the Black-Scholes model, the Ito formula, interest rates and other topics.
Information on contact teaching time is available from the course guide.
One 2h written exam (70%); One individual assignment (30%)
One 2h written exam (100%)
There are no assessments for this course.