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.

Teaching and assessment

We’re currently reviewing teaching and assessment of our modules in light of the COVID-19 situation. We’ll publish the latest information as soon as possible.

Contact hours and workload

This module is approximately 150 hours of work. This breaks down into about 33 hours of contact time and about 117 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.

This module is running in the academic year 2019/20. 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.

Courses

This module is offered on the following courses: