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MX5021: FINANCIAL MATHEMATICS I (2023-2024)

Last modified: 23 Jul 2024 10:43


Course Overview

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.

Course Details

Study Type Postgraduate Level 5
Term First Term Credit Points 15 credits (7.5 ECTS credits)
Campus Aberdeen Sustained Study No
Co-ordinators
  • Dr Markus Upmeier

What courses & programmes must have been taken before this course?

  • Any Postgraduate Programme (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

Are there a limited number of places available?

No

Course Description

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.


Contact Teaching Time

Information on contact teaching time is available from the course guide.

Teaching Breakdown

More Information about Week Numbers


Details, including assessments, may be subject to change until 30 August 2024 for 1st term courses and 20 December 2024 for 2nd term courses.

Summative Assessments

Essay

Assessment Type Summative Weighting 50
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Learning Outcomes
Knowledge LevelThinking SkillOutcome
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Exam

Assessment Type Summative Weighting 50
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Learning Outcomes
Knowledge LevelThinking SkillOutcome
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Formative Assessment

There are no assessments for this course.

Resit Assessments

Exam

Assessment Type Summative Weighting 50
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Pass marks carried forward

Learning Outcomes
Knowledge LevelThinking SkillOutcome
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Homework

Assessment Type Summative Weighting 50
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Learning Outcomes
Knowledge LevelThinking SkillOutcome
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Course Learning Outcomes

Knowledge LevelThinking SkillOutcome
FactualRememberILO’s for this course are available in the course guide.

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