Last modified: 05 Aug 2021 13:04
The course is a part of the MSc programme in Financial Mathematics 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 |
|---|---|---|---|
| Term | First Term | 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.
Three homework projects:
Aseessment 1 (25%)
Aseessment 2 (35%)
Assessment 3 (40%)
Alternative Resit Arrangements for students taking course in Academic Year 2020/21
Resubmission of failed elements.
There are no assessments for this course.
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Factual | Remember | ILO’s for this course are available in the course guide. |
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