Quantitative and Computational Finance (MATH0088)

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.

Description

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 听听听 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

Intended teaching term: Term 2 听听听 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

Last updated

This module description was last updated on 8th April 2024.

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Important information

The catalogue has been updated with key information about the modules that will run during the 2024/25 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year.

Please note,听information in the catalogue is听subject to change as teaching and assessment arrangements for 2024/25 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model.

Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed exams and in-class activity will be confirmed by the teaching department for the module.

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