Key information
- Faculty
- Faculty of Mathematical and Physical Sciences
- Teaching department
- Mathematics
- Credit value
- 15
- Restrictions
-
This module is normally taken by third year students on single or combined honours degrees, who have taken MATH0016 Mathematical Methods 3 and MATH0057 Probability and Statistics. It may be suitable for other students with a strong mathematical background.
- Timetable
-
Alternative credit options
There are no alternative credit options available for this module.
This is a first course at the advanced undergraduate level in mathematical finance; centring on the mathematics of financial derivatives which relies on both probability theory and PDE based approaches. It assumes no prior knowledge of finance. The module begins with an introduction to the type of language and terminology used in the investment banking arena, followed by the essential elements of probability theory and stochastic calculus required for the pricing of options later in the course.
Module deliveries for 2024/25 academic year
Intended teaching term:
Term 2 ÌýÌýÌý
Undergraduate (FHEQ Level 6)
Teaching and assessment
- Mode of study
- Online
- Methods of assessment
-
90%
Exam
10%
Coursework
- Mark scheme
-
Numeric Marks
Other information
- Number of students on module in previous year
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152
- Module leader
-
Dr Jamie Walton
- Who to contact for more information
- math.ugteaching@ucl.ac.uk
Last updated
This module description was last updated on 19th August 2024.
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