Mathematical Finance

Module code: EC3081

This module will look at applying mathematical principles to financial markets to make inferences on their behaviour and influences on how companies and firms make financial decisions. You will use statistical software to draw conclusions from quantitative financial analysis. You will use the following mathematical tools on financial data:

  • Stochastic calculus and partial differential equations
  • Formulas for the pricing of financial derivatives

Learning

  • 20 hours of lectures
  • 10 hours of tutorials
  • 5 hours of project supervision
  • 115 hours of guided independent study

Assessment

  • Exam, 90 minutes (80%)
  • Coursework (20%)