Last modified: 23 Jul 2024 10:43
This course is a part of the MSc programme in Financial Technology. It is concerned with financial mathematical models in both discrete and continuous time. The main topic is the Black-Scholes-Merton model from both theoretical and practical perspective.
| Study Type | Postgraduate | Level | 5 |
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| Term | First Term | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Aberdeen | Sustained Study | No |
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The course is a continuation of Financial Mathematics I and expands the portfolio and pricing theory of financial markets. Furthermore, it introduces the Black-Scholes-Merton model and discusses its properties and applications.
Information on contact teaching time is available from the course guide.
| Assessment Type | Summative | Weighting | 50 | |
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| Assessment Weeks | Feedback Weeks | |||
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| Knowledge Level | Thinking Skill | Outcome |
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| Assessment Type | Summative | Weighting | 50 | |
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| Knowledge Level | Thinking Skill | Outcome |
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There are no assessments for this course.
| Assessment Type | Summative | Weighting | 50 | |
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| 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 |
Word Count | ||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
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| Knowledge Level | Thinking Skill | Outcome |
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| Factual | Remember | Not Available |
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