THE UNIVERSITY of EDINBURGH

DEGREE REGULATIONS & PROGRAMMES OF STUDY 2020/2021

Information in the Degree Programme Tables may still be subject to change in response to Covid-19

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Dissertation (CMF) (MATH11200)

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 of this dissertation is to conduct a sustained piece of work on a topic in computational mathematical finance and to write a substantial report which communicates the results of this work to other financial mathematicians.
Course description During the months of June, July and August, students will undertake work on a project in an approved area of financial mathematics. The aim of this project is to give an opportunity to apply the skills developed over earlier in the programme, to work on a longer piece of work, and to deepen understanding in a particular area of mathematical finance. The student will be required to write a dissertation based on the work that they conduct communicating their results to other financial mathematicians.

Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Course Delivery Information
Academic year 2020/21, 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 %
Feedback Not entered
No Exam Information
Learning Outcomes
On completion of this course, the student will be able to:
  1. analyse research papers in the project area critically;
  2. work in a sustained and independent manner on a financial mathematics problem;
  3. use appropriate computer languages and/or packages to support their work;
  4. write a well-structured, coherent report that communicates technical material and its context effectively to financial mathematicians.
Reading List
None
Additional Information
Graduate Attributes and Skills Not entered
KeywordsD_CMF
Contacts
Course organiserDr Chak Hei Lo
Tel: (0131 6)50 5387
Email: C.Lo@ed.ac.uk
Course secretaryMiss Gemma Aitchison
Tel: (0131 6)50 9268
Email: Gemma.Aitchison@ed.ac.uk
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