Individual Project (Financial Maths)

Module code: MA7002

The purpose of the Individual Project is for you to complete a substantial individual project in the broad area related to financial mathematics, involving identification of a mathematical model for a suitable application problem from finance and the development, analysis and implementation of a computational method. In doing this, you will assimilate information from a variety of sources and demonstrate the ability to pursue an extended period of independent study of some depth. During the course of the project, you will identify an application problem, develop a mathematical model and study computational methods required for the analysis of the model. You will also formulate a detailed plan of the steps needed to complete the project. 

By the end of the project, you will complete the work planned, develop, debug and test the software implementation of the computational method, use the developed software to analyse the model and submit a substantial dissertation describing all aspects of the project, as well as give oral presentations.  Some projects will be carried out as an internship in association with a bank, finance house, hedge fund, consultancy or systems provider in the industry. These internship opportunities will lead to a significant upgrading of your career prospects.