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

91%: Lecture
9%: Practical (Workshop)

Assessment

100%: Written assessment (Report)

Contact hours and workload

We’re currently reviewing contact hours for modules and will update with further information as soon as it is available.

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: