Not available in 2020/21
Financial Economics Preparatory Course

This information is for the 2020/21 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.

Important information in response to COVID-19

Please note that during 2020/21 academic year some variation to teaching and learning activities may be required to respond to changes in public health advice and/or to account for the situation of students in attendance on campus and those studying online during the early part of the academic year. For assessment, this may involve changes to mode of delivery and/or the format or weighting of assessments. Changes will only be made if required and students will be notified about any changes to teaching or assessment plans at the earliest opportunity.

Key facts

Department: Finance

Total students 2019/20: 54

Average class size 2019/20: Unavailable

Controlled access 2019/20: No

Value: Non-credit bearing

Guidelines for interpreting course guide information

Personal development skills

  • Application of numeracy skills