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2022/23 Taught Postgraduate Module Catalogue

MATH5312M Dissertation in Financial Mathematics

45 creditsClass Size: 60

Module manager: Dr Jan Palczewski

Taught: 1 Feb to 30 Sep View Timetable

Year running 2022/23

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.


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.


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 typeNumberLength hoursStudent hours
Supervision Meetings71.007.00
Class tests, exams and assessment10.500.50
Private study hours434.50
Total Contact hours11.50
Total hours (100hr per 10 credits)446.00

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

Assessment typeNotes% of formal assessment
Essay or Dissertation8,000 - 10,000 words90.00
Oral Presentation30 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: 09/05/2022 09:13:04


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