MA422     
Research Topics in Financial Mathematics

This information is for the 2013/14 session.

Teacher responsible

Dr Luitgard Veraart COL4.11

Availability

This course is available on the MSc in Financial Mathematics and MSc in Risk and Stochastics. This course is available as an outside option to students on other programmes where regulations permit.

PhD students in the departments of Mathematics and Statistics along with other members of the research community are welcome to attend.

Course content

The seminar ranges over many areas of financial mathematics, stochastic analysis and stochastic control theory.

Teaching

15 hours of seminars in the MT. 15 hours of seminars in the LT. 9 hours of seminars in the ST.

5 x 3 hour talks by researchers in the MT and LT. 3 x 3 hour talks by researchers in the ST.

Additional seminars will be scheduled throughout the year. Please see the Timetables website for further information.

Formative coursework

This course is not assessed.

Assessment

This is a non-assessed course.

Key facts

Department: Mathematics

Total students 2012/13: Unavailable

Average class size 2012/13: Unavailable

Value: Non-assessed

Guidelines for interpreting course guide information