Financial Mathematics (G5078)

15 credits, Level 7 (Masters)

Autumn teaching

You will study generalized cash flows, time value of money, real and money interest rates, compound interest functions, quations of value, loan repayment schemes, investment project evaluation and comparison, bonds, term structure of interest rates, some simple stochastic interest rate models and project writing.


100%: Lecture


20%: Coursework (Test)
80%: Examination (Unseen examination)

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: