University of St Andrews

Key information

SCOTCAT credits : 15

ECTS credits : 7

Level : SCQF level 10

Semester: 2

Planned timetable: 10.00 am Mon (odd weeks), Wed and Fri

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.

Relationship to other modules

Pre-requisite(s): Before taking this module you must pass MT2503 and ( pass MT1007 or pass MT2504 or pass EC2003 ) and pass MT3504

Learning and teaching methods and delivery

Weekly contact: 2.5 lectures (weeks 1 - 10) and 1 tutorial (weeks 2 - 11).

Scheduled learning hours: 35

Guided independent study hours: 115

Assessment pattern

As used by St Andrews: 2-hour Written Examination = 100%

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

Re-assessment: 2-hour Written Examination = 100%

Personnel