Postgraduate Course: Special Topics 1 (MATH11058)
|School||School of Mathematics
||College||College of Science and Engineering
|Credit level (Normal year taken)||SCQF Level 11 (Postgraduate)
||Availability||Not available to visiting students
|Summary||The aim of the special topics course is to give students the opportunity to learn more about recent developments in financial mathematics. The course also aims to help students choose an appropriate summer project.
This course is delivered jointly with Heriot Watt University and is only available to students on the MSc Financial Mathematics programme.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| MSc Financial Mathematics students only.
Course Delivery Information
|Academic year 2017/18, Not available to visiting students (SS1)
|Learning and Teaching activities (Further Info)
Lecture Hours 8,
Summative Assessment Hours 0.5,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
||See 'Breakdown of Assessment Methods' and 'Additional Notes' above.
|No Exam Information
| On completion of this course the student should:
- be able to read and understand one or more research papers for each Special Topics project
- have improved their skills in reading research papers in financial mathematics
- have a detailed and critical understanding of selected recent developments in financial mathematics
- be able to demonstrate expertise in applying a variety of financial mathematics techniques in the context of the problem
- be able to write a coherent essay on each of two topics in a way which demonstrates that they have understood the material
- be able to demonstrate the ability to learn independently
- manage their time, work to deadlines and prioritise workloads
- be able to perform numerical calculations using a suitable computer language or package as required for individual topics
- present effectively their results for one option in a way which demonstrates that they have understood the relevant research papers and that they have accurately performed any numerical calculations
- assess issues with working as part of a team.
|Graduate Attributes and Skills
|Course organiser||Dr David Siska
Tel: (0131 6)51 9091
|Course secretary||Ms Hannah Burley
Tel: (0131 6)50 4885