Mathematical Models in Finance and Industry (832G1)

15 credits, Level 7 (Masters)

Spring teaching

Topics include: partial differential equations (and methods for their solution) and how they arise in real-world problems in industry and finance. For example: advection/diffusion of pollutants, pricing of financial options.


83%: Lecture
17%: Practical (Workshop)


100%: Written assessment (Report)

Contact hours and workload

This module is 150 hours of work. This breaks down into 36 hours of contact time and 114 hours of independent study.

This module is running in the academic year 2017/18. We also plan to offer it in future academic years. It may become unavailable due to staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of such changes to modules at the earliest opportunity.


This module is offered on the following courses: