Postgraduate Course: Research Skills for Financial Mathematics (MATH11228)
|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||Students will develop their research and related skills through a set of supervised/observed activities. Some focus will be placed on ethical aspects of using mathematical models and data.
1)Research skills in financial mathematics: available sources of literature; reading and understanding research papers; bibliography and referencing.
2)Lectures from researchers in financial mathematics and / or industry practitioners, complemented by supervised workshop/reading group on a topic of current research.Workshop activities will involve supervised reviews of recent research papers and other literature in the broad area of computational mathematics, financial mathematics and optimization. Active student involvement and active engagement with peers are required. Students will be able to focus on one of the presented topics and explore it in more depth in subgroups with a further advice and guidance from staff in several workshops. Active interaction with peers and equal contributions to the final essay / presentation is required.
3)Lecture and workshop on ethics of working with data and applying mathematical models to real life problems. Assessment focusing on critical reflection.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| None
Course Delivery Information
|Academic year 2021/22, Not available to visiting students (SS1)
|Learning and Teaching activities (Further Info)
Lecture Hours 2,
Seminar/Tutorial Hours 16,
Programme Level Learning and Teaching Hours 2,
Directed Learning and Independent Learning Hours
|Assessment (Further Info)
|Additional Information (Assessment)
|No Exam Information
On completion of this course, the student will be able to:
- Work in a group in order to produce an essay / presentation related to a problem or research paper.
- Communicate specialist knowledge via a short presentation.
- Communicate written mathematics clearly and at an appropriate level.
- Incorporate and critically analyse appropriate mathematical finance literature.
- Critically reflect upon problems arising in data and research ethics
|Graduate Attributes and Skills
||MSc Financial Modelling and Optimization and MSc Computational Mathematical Finance students only.
|Course organiser||Dr Lukasz Szpruch
Tel: (0131 6)50 5742
|Course secretary||Miss Gemma Aitchison
Tel: (0131 6)50 9268