Financial Mathematics

Module code: MA3071

This module is designed to introduce basic economic concepts and methodologies focusing on the mathematical applications for financial modelling. We will examine the basic concepts and instruments of financial market, the main concepts of probability and stochastic processes, and demonstrate how to use the knowledge of probability & stochastics to analyse different models of financial market.

Learning

  • 33 hours of lectures
  • 2 hours of seminars
  • 11 hours of tutorials
  • 104 hours of guided independent study

Assessment

  • Exam, 2 hours (70%)
  • Coursework (30%)