Mathematical Finance I
Course category:
3rd year
Module code:
0590209
Year:
2009/10
Term:
Autumn
Credits:
10
Lecturer:
Dr Alexei Daletskii Aims The aim of the module is to present classical mathematical approaches to portfolio selection and asset pricing in discrete time. Learning objectives At the end of the module you should be be familiar with:
Syllabus
Recommended texts Core Texts for Finance I and II:
Supplementary/Additional Texts for Finance I and II:
Teaching
Assessment Students taking Mathematical Finance I and II: three hour closed examination towards the end of the Summer Term (90%). Students taking only Mathematical Finance I take part of the paper in a one and a half hour examination (90%). Coursework 10%. Note that coursework submitted after the advertised deadlines will be given a mark of zero. Special note for students who wish to seek exemptions from some Institute of Actuaries subject examinations: We are currently engaged in discussions with the Institute of Actuaries concerning exemptions from Subject CT8. Those students seeking exemptions, because they are wishing to enter the Actuarial Profession, should be aware that they will be required to:
They are likely to be asked to sit an additional (shorter) examination paper covering material from the extra seminars. Elective information This module is not available as an elective. Prerequisites


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