Last modified: 24 Oct 2022 14:20
This course is a part of the MSc programme in Financial Technology. It is concerned with financial mathematical models in continuous time. The main topic is the Black-Scholes-Merton model from both theoretical and practical perspective.
| Study Type | Postgraduate | Level | 5 |
|---|---|---|---|
| Term | First Term | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Aberdeen | Sustained Study | No |
| Co-ordinators |
|
||
The course is a continuation of the course on discrete time models and introduces the continuous time models of financial markets. It is mostly concerned with Black-Scholes-Merton model and introduces mathematical tools needed for the model and introduces mathematical tools needed for the model and carefully derives the Black-Scholes-Merton pricing formulas. It also discusses the shortcomings of the Black-Scholes-Merton model.
Information on contact teaching time is available from the course guide.
| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
|
|
||
| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback | Word Count | |||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
|
|
||
There are no assessments for this course.
| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Pass marks carried forward |
|||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
|
|
||
| Assessment Type | Summative | Weighting | 50 | |
|---|---|---|---|---|
| Assessment Weeks | Feedback Weeks | |||
| Feedback |
Pass marks carried forward |
Word Count | ||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
|
|
||
| Knowledge Level | Thinking Skill | Outcome |
|---|---|---|
| Factual | Remember | Not Available |
We have detected that you are have compatibility mode enabled or are using an old version of Internet Explorer. You either need to for this site or .
