Postgraduate Course: Dissertation (CMF) (MATH11200)

Course Outline
School	School of Mathematics	College	College of Science and Engineering
Credit level (Normal year taken)	SCQF Level 11 (Postgraduate)
Course type	Dissertation	Availability	Not available to visiting students
SCQF Credits	60	ECTS Credits	30
Summary	The aim of this dissertation is to conduct a sustained piece of work on a topic in computational mathematical finance and to write a substantial report which communicates the results of this work to other financial mathematicians.
Course description	During the months of June, July and August, students will undertake work on a project in an approved area of financial mathematics. The aim of this project is to give an opportunity to apply the skills developed over earlier in the programme, to work on a longer piece of work, and to deepen understanding in a particular area of mathematical finance. The student will be required to write a dissertation based on the work that they conduct communicating their results to other financial mathematicians.

Entry Requirements (not applicable to Visiting Students)
Pre-requisites		Co-requisites
Prohibited Combinations		Other requirements	None

Course Delivery Information

Academic year 2023/24, Not available to visiting students (SS1)		Quota: None
Course Start	Block 5 (Sem 2) and beyond
Timetable	Timetable
Learning and Teaching activities (Further Info)	Total Hours: 600 ( Dissertation/Project Supervision Hours 25, Programme Level Learning and Teaching Hours 12, Directed Learning and Independent Learning Hours 563 )
Assessment (Further Info)	Written Exam 0 %, Coursework 100 %, Practical Exam 0 %
Feedback	Not entered
No Exam Information

Learning Outcomes
On completion of this course, the student will be able to: analyse research papers in the project area critically; work in a sustained and independent manner on a financial mathematics problem; use appropriate computer languages and/or packages to support their work; write a well-structured, coherent report that communicates technical material and its context effectively to financial mathematicians.