Postgraduate Course: Dissertation (CMF) (MATH11200)
Course Outline
School | School of Mathematics |
College | College of Science and Engineering |
Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Course type | Dissertation |
Availability | Not available to visiting students |
SCQF Credits | 60 |
ECTS Credits | 30 |
Summary | The 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.
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Entry Requirements (not applicable to Visiting Students)
Pre-requisites |
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Co-requisites | |
Prohibited Combinations | |
Other requirements | Open to Computational Mathematical Finance (CMF) MSc students only |
Course Delivery Information
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Academic year 2024/25, Not available to visiting students (SS1)
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Quota: None |
Course Start |
Block 5 (Sem 2) and beyond |
Timetable |
Timetable |
Learning and Teaching activities (Further Info) |
Total Hours:
600
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Dissertation/Project Supervision Hours 25,
Programme Level Learning and Teaching Hours 12,
Directed Learning and Independent Learning Hours
563 )
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Assessment (Further Info) |
Written Exam
0 %,
Coursework
100 %,
Practical Exam
0 %
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Feedback |
Not entered |
No Exam Information |
Learning Outcomes
On completion of this course, the student will be able to:
- analyse research papers in the project area critically;
- work in a sustained and independent manner on a financial mathematics problem;
- use appropriate computer languages and/or packages to support their work;
- write a well-structured, coherent report that communicates technical material and its context effectively to financial mathematicians.
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Additional Information
Graduate Attributes and Skills |
Not entered |
Keywords | D_CMF |
Contacts
Course organiser | Mr Stefan Engelhardt
Tel:
Email: stefan.engelhardt@ed.ac.uk |
Course secretary | Miss Gemma Aitchison
Tel: (0131 6)50 9268
Email: Gemma.Aitchison@ed.ac.uk |
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