Last modified: 01 Aug 2023 11:46
The course is a part of the MSc programme in Financial Technology and provides students with the theoretical and practical skills related to discrete time models of financial markets. It introduces basic notions and mathematical methods related to financial markets and it is concerned with mathematical models in discrete time.
| Study Type | Postgraduate | Level | 5 |
|---|---|---|---|
| Session | First Sub Session | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Aberdeen | Sustained Study | No |
| Co-ordinators |
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The course introduces the basic discrete time models of financial markets. The course combines financial motivation with mathematical rigour and it covers subjects including: option pricing based on the no-arbitrage principle in discrete time setting, portfolio management, forward and future contracts and other topics.
Information on contact teaching time is available from the course guide.
| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback | Word Count | |||
| Knowledge Level | Thinking Skill | Outcome |
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| Assessment Type | Summative | Weighting | 50 | |
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| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
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There are no assessments for this course.
| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Pass marks carried forward |
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| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
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| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Pass marks carried forward |
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| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
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| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Factual | Remember | ILO’s for this course are available in the course guide. |
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