2017/18 Taught Postgraduate Module Catalogue

LUBS5046M Research Methods in Financial Mathematics

15 creditsClass Size: 50

Module manager: Jan Palczewski
Email: j.palczewski@leeds.ac.uk

Taught: Semester 2 (Jan to Jun) View Timetable

Year running 2017/18

Pre-requisite qualifications

The qualifications to gain entrance to the MSc in Financial Mathematics are sufficient.

This module is not approved as an Elective

Objectives

This module aims to introduce students to the principles underlying theory construction and hypothesis testing and provide the knowledge and skills to critically evaluate the potential and pitfalls of qualitative and quantitative research methods. It also provides a critical assessment of the proposed research strategy and methods of the student's dissertation.

Learning outcomes
Upon completion of this module students will be able to critically evaluate:
- alternative research methods and the different contexts for theory construction
- research strategies, data collection and analysis methods in the context of a particular project
- principles and professional practice of research dissemination in financial mathematics
- the use of financial mathematics in the wider context of business and decision making

Skills outcomes
Upon completion of this module, students will be able to:
Transferable
- Locate and evaluate relevant literature
- Exercise effective written academic presentation skills

Subject specific
- Design and write a research project in the area of financial mathematics

Syllabus

Indicative content
Alternative research approaches, critical awareness of their potentials and pitfalls, formulation of a research problem and appreciation of different research methods, selection of appropriate analytical techniques, design of a research project and formulation of a research proposal with the aim to provide an outline of the dissertation.

Teaching methods

Delivery type	Number	Length hours	Student hours
Lecture	4	4.00	16.00
Tutorial	4	3.50	14.00
Private study hours			120.00
Total Contact hours			30.00
Total hours (100hr per 10 credits)			150.00

Private study

10 hours per lecture: 40 hours;
10 hours per class: 40 hours;
Preparation for assessment: 40 hours.

Opportunities for Formative Feedback

This module is taught en-bloc. Progress will be monitored by contributions made to practical classes and lectures.

Methods of assessment

Coursework

Assessment type	Notes	% of formal assessment
Assignment	3,000 words	100.00
Total percentage (Assessment Coursework)		100.00

Normally resits will be assessed by the same methodology as the first attempt, unless otherwise stated

Reading list

The reading list is available from the Library website

Last updated: 24/09/2015

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