Postgraduate Course: Research Skills for Financial Mathematics (MATH11228)
Course Outline
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 |
SCQF Credits | 10 |
ECTS Credits | 5 |
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. |
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.
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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 MSc Financial Modelling and Optimization, and MSc Computational Mathematical Finance 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 |
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 )
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Assessment (Further Info) |
Written Exam
0 %,
Coursework
100 %,
Practical Exam
0 %
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Additional Information (Assessment) |
100% Coursework |
Feedback |
Not entered |
No Exam Information |
Learning Outcomes
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
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Additional Information
Graduate Attributes and Skills |
Not entered |
Special Arrangements |
MSc Financial Modelling and Optimization and MSc Computational Mathematical Finance students only. |
Keywords | RSFM |
Contacts
Course organiser | Dr Lukasz Szpruch
Tel: (0131 6)50 5742
Email: L.Szpruch@ed.ac.uk |
Course secretary | Miss Gemma Aitchison
Tel: (0131 6)50 9268
Email: Gemma.Aitchison@ed.ac.uk |
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