Financial Economics Preparatory Course

This information is for the 2019/20 session.

Teacher responsible

Mr Karamfil Todorov


This course is compulsory on the MSc in Finance and Economics. This course is not available as an outside option.

Course content

The aim of this course is to supplement the Economics pre-sessional course and provide students with the essential quantitative methods for the core Finance course FM436. The course will introduce foundational material essential to the study of both asset pricing in continuous time and corporate finance theory.


30 hours of lectures in the MT.

Indicative reading

Mikosch, Elementary Stochastic Calculus (1998), World Scientific; Shreve, Stochastic Calculus for Finance I, II


No formal assessment. Students will sit a mock exam based upon the material to aid learning.

Key facts

Department: Finance

Total students 2018/19: 40

Average class size 2018/19: Unavailable

Controlled access 2018/19: No

Value: Non-credit bearing

Guidelines for interpreting course guide information

Personal development skills

  • Application of numeracy skills