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 |
|---|---|---|---|
| Term | Second Term | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Old Aberdeen | Sustained Study | No |
| Co-ordinators |
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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%)
Resit -
One 2h written exam (100%)
There are no assessments for this course.
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