Physics Methods in Finance (F3062)
15 credits, Level 6
This module provides an introduction to mathematical finance from the perspective of a physicist. In particular you will learn about the Black Scholes model for option pricing.
31%: Practical (Workshop)
20%: Coursework (Problem set)
80%: Examination (Computer-based examination)
Contact hours and workload
This module is approximately 150 hours of work. This breaks down into about 32 hours of contact time and about 118 hours of independent study. The University may make minor variations to the contact hours for operational reasons, including timetabling requirements.
We regularly review our modules to incorporate student feedback, staff expertise, as well as the latest research and teaching methodology. We’re planning to run these modules in the academic year 2021/22. However, there may be changes to these modules in response to COVID-19, staff availability, student demand or updates to our curriculum. We’ll make sure to let our applicants know of material changes to modules at the earliest opportunity.
This module is offered on the following courses: