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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2022/2023

Timetable information in the Course Catalogue may be subject to change.

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DRPS : Course Catalogue : School of Mathematics : Mathematics

Postgraduate Course: Research Skills for Financial Mathematics (MATH11228)

Course Outline
SchoolSchool of Mathematics CollegeCollege of Science and Engineering
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) AvailabilityNot available to visiting students
SCQF Credits10 ECTS Credits5
SummaryStudents 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.
Course description 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)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements None
Course Delivery Information
Academic year 2022/23, Not available to visiting students (SS1) Quota:  None
Course Start Semester 2
Timetable Timetable
Learning and Teaching activities (Further Info) Total Hours: 100 ( Lecture Hours 2, Seminar/Tutorial Hours 16, Programme Level Learning and Teaching Hours 2, Directed Learning and Independent Learning Hours 80 )
Assessment (Further Info) Written Exam 0 %, Coursework 100 %, Practical Exam 0 %
Additional Information (Assessment) 100% Coursework
Feedback Not entered
No Exam Information
Learning Outcomes
On completion of this course, the student will be able to:
  1. Work in a group in order to produce an essay / presentation related to a problem or research paper.
  2. Communicate specialist knowledge via a short presentation.
  3. Communicate written mathematics clearly and at an appropriate level.
  4. Incorporate and critically analyse appropriate mathematical finance literature.
  5. Critically reflect upon problems arising in data and research ethics
Reading List
None
Additional Information
Graduate Attributes and Skills Not entered
Special Arrangements MSc Financial Modelling and Optimization and MSc Computational Mathematical Finance students only.
KeywordsRSFM
Contacts
Course organiserDr Lukasz Szpruch
Tel: (0131 6)50 5742
Email: L.Szpruch@ed.ac.uk
Course secretaryMiss Gemma Aitchison
Tel: (0131 6)50 9268
Email: Gemma.Aitchison@ed.ac.uk
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