Last modified: 25 Sep 2019 09:58
There is an interest in raising the level of understanding of mathematics in the financial sector. This course is a part of the new MSc programme in Financial Mathematics and provides students with the theoretical and practical skills related to discrete time models of financial markets.
| Study Type | Postgraduate | Level | 5 |
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| Term | First Term | Credit Points | 15 credits (7.5 ECTS credits) |
| Campus | Aberdeen | Sustained Study | No |
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The course will discuss the basic mathematical concepts necessary for understanding mathematical models of financial markets. The topics will include: discrete probability, measure theory and integration, general probability, differential equations, statistics.
Information on contact teaching time is available from the course guide.
| Assessment Type | Summative | Weighting | 30 | |
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| Assessment Weeks | Feedback Weeks | |||
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| Assessment Type | Summative | Weighting | 70 | |
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There are no assessments for this course.
| Assessment Type | Summative | Weighting | 100 | |
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| Assessment Weeks | Feedback Weeks | |||
| Feedback | ||||
| Knowledge Level | Thinking Skill | Outcome |
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| Knowledge Level | Thinking Skill | Outcome |
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