2018/19 Taught Postgraduate Module Catalogue

MATH5312M Dissertation in Financial Mathematics

45 creditsClass Size: 60

Module manager: Dr Jan Palczewski
Email: J.Palczewski@leeds.ac.uk

Taught: 1 Feb to 30 Sep View Timetable

Year running 2018/19

Module replaces

LUBS5048MMATH5335M

This module is not approved as an Elective

Module summary

To carry out supervised research in financial mathematics and produce an extended piece of written work.

Objectives

This module aims to provide students with the knowledge and skills necessary to carry out supervised research in financial mathematics and produce an extended piece of written work.

Learning outcomes
Upon completion of this module students will be able to critically assess theory and principles of financial mathematics obtained throughout the programme to the framing of specific research questions, and to present their findings in written and oral form. This will include: demonstration of a critical awareness; locating and assessing relevant literature; evaluation of research strategies and data collection; and explanation of the use of financial mathematics in business and decision making.

Syllabus

Indicative content
Project definition; project plan; development of hypotheses/research questions; desk/secondary research; referencing and plagiarism; data collection and analysis of results (for empirical work); rigorous mathematical analysis (for theoretical work); conclusions; and suggestions for future research - all in relation to a topic approved by the Programme Director through discussion.

Teaching methods

Delivery type	Number	Length hours	Student hours
Supervision Meetings	7	1.00	7.00
Class tests, exams and assessment	1	0.50	0.50
Lecture	1	4.00	4.00
Lecture	2	2.00	4.00
Private study hours			434.50
Total Contact hours			15.50
Total hours (100hr per 10 credits)			450.00

Private study

This will include reading papers, making notes, running computer programs, writing a dissertation, and preparation of an oral presentation.

Opportunities for Formative Feedback

Progress will be monitored, and feedback given through regular supervision meetings, as well as the oral presentation q/a assessment.

Methods of assessment

Coursework

Assessment type	Notes	% of formal assessment
Essay or Dissertation	8,000 - 10,000 words	90.00
Oral Presentation	30 minutes (including questions)	10.00
Total percentage (Assessment Coursework)		100.00

The resit for this module will be 100% resubmission of dissertation

Reading list

There is no reading list for this module

Last updated: 27/04/2018

Disclaimer

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• Undergraduate module catalogue
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