Key information
- Faculty
- Faculty of Mathematical and Physical Sciences
- Teaching department
- Mathematics
- Credit value
- 15
- Restrictions
-
Undergraduate mathematics students choosing this module will be expected to have taken MATH0016. MATH0031 is also a recommended prerequisite.
- Timetable
-
Alternative credit options
There are no alternative credit options available for this module.
This is a course in the applied aspects of mathematical finance, in particular derivative pricing. The theme of the course is to develop the Partial Differential Equation approach to the pricing of options. Excel spreadsheets will be used for the computational work.
Module deliveries for 2024/25 academic year
Intended teaching term:
Term 2 ÌýÌýÌý
Undergraduate (FHEQ Level 7)
Teaching and assessment
- Mode of study
- In person
- Methods of assessment
-
90%
Exam
10%
Coursework
- Mark scheme
-
Numeric Marks
Other information
- Number of students on module in previous year
-
27
- Module leader
-
Dr Riaz Ahmad
- Who to contact for more information
- math.ugteaching@ucl.ac.uk
Intended teaching term:
Term 2 ÌýÌýÌý
Postgraduate (FHEQ Level 7)
Teaching and assessment
- Mode of study
- In person
- Methods of assessment
-
90%
Exam
10%
Coursework
- Mark scheme
-
Numeric Marks
Other information
- Number of students on module in previous year
-
3
- Module leader
-
Dr Riaz Ahmad
- 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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