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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2015/2016

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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
Credit level (Normal year taken)SCQF Level 11 (Postgraduate)
Course typeDissertation AvailabilityNot available to visiting students
SCQF Credits60 ECTS Credits30
SummaryThe 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.
Course description Not entered
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Course Delivery Information
Academic year 2015/16, Not available to visiting students (SS1) Quota:  None
Course Start Block 5 (Sem 2) and beyond
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 600 ( Dissertation/Project Supervision Hours 25, Programme Level Learning and Teaching Hours 12, Directed Learning and Independent Learning Hours 563 )
Assessment (Further Info) Written Exam 0 %, Coursework 100 %, Practical Exam 0 %
Additional Information (Assessment) See 'Breakdown of Assessment Methods' and 'Additional Notes' above.
Feedback Not entered
No Exam Information
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.
Reading List
None
Additional Information
Course URL http://student.maths.ed.ac.uk
Graduate Attributes and Skills Not entered
KeywordsD_FM
Contacts
Course organiserDr Sotirios Sabanis
Tel: (0131 6)50 5084
Email: S.Sabanis@ed.ac.uk
Course secretaryMr Thomas Robinson
Tel: (0131 6)50 4885
Email: Thomas.Robinson@ed.ac.uk
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