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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2011/2012
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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Dissertation (Fin. Math.) (MATH11013)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Course typeDissertation AvailabilityAvailable to all students
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) Credits60
Home subject areaMathematics Other subject areaFinancial Mathematics
Course website http://student.maths.ed.ac.uk Taught in Gaelic?No
Course descriptionThe aim is to conduct a sustained piece of work on a single topic in financial mathematics and to write a substantial report which communicates the results of this work to other financial mathematicians.
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Additional Costs None
Information for Visiting Students
Pre-requisitesNone
Displayed in Visiting Students Prospectus?Yes
Course Delivery Information
Delivery period: 2011/12 Block 5 (Sem 2) and beyond, Not available to visiting students (SS1) WebCT enabled:  Yes Quota:  None
Location Activity Description Weeks Monday Tuesday Wednesday Thursday Friday
No Classes have been defined for this Course
First Class First class information not currently available
No Exam Information
Summary of Intended Learning Outcomes
On completion of this module the student should:
- be able to access, use and demonstrate an understanding of the appropriate research literature
- have broadened their knowledge of financial mathematics;
- Have improved their skills in reading research papers in financial mathematics;
- Detailed and critical understanding of a selected recent development in financial mathematics;
- Demonstrate expertise in applying a variety of financial mathematics techniques in the context of the problem;
- Demonstrate the ability to learn independently;
- Manage time, work to deadlines and prioritise workloads;
- conduct a sustained piece of work on a single topic over a period of weeks ;
- discuss the detail of their project with their supervisor;
- perform numerical calculations using a suitable computer language or package as required for the project;
- write a well-structured and coherent report on their work in a way which can be easily be understood by their examiners;
- assess issues with working as part of a team, as required for the project.
Assessment Information
Dissertation 100%
Special Arrangements
None
Additional Information
Academic description Not entered
Syllabus Not entered
Transferable skills Not entered
Reading list Not entered
Study Abroad Not entered
Study Pattern Not entered
KeywordsD_FM
Contacts
Course organiserDr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk
Course secretaryMrs Kathryn Mcphail
Tel: (0131 6)50 4885
Email: k.mcphail@ed.ac.uk
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© Copyright 2011 The University of Edinburgh - 16 January 2012 6:25 am