University of St Andrews - Scotland's first university, founded 1413

Module Catalogue

For information on which modules are specific to your programme, please see : Programme requirements index 2015-2016.

Curricular information may be subject to change.

MT4551 Financial Mathematics

Academic year(s): 2015-2016

Key information

SCOTCAT credits : 15

ECTS credits : 7

Level : SCQF level 10

Semester: 2

Planned timetable: TBC

Students are introduced to the application of mathematical models to financial instruments. The course will include an overview of financial markets and the terminology in common usage but the emphasis will be on the mathematical description of risk and return as a means of pricing contracts and options.

Learning and teaching methods and delivery

Weekly contact:

Scheduled learning hours: 35

Guided independent study hours: 115

Assessment pattern

As used by St Andrews:

As defined by QAA
Written examinations : 100%
Practical examinations : 0%
Coursework: 0%

Personnel

Module teaching staff: TBC