SCQF Level 10
Academic year(s): 2019-2020
SCOTCAT credits : 15
ECTS credits : 7
Level : SCQF Level 10
Availability restrictions: Not automatically available to General Degree students
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.
Pre-requisite(s): Before taking this module you must pass MT2503 and ( pass MT1007 or pass MT2504 or pass EC2203 ) and pass MT3504
Weekly contact: 2.5 lectures (weeks 1 - 10) and 1 tutorial (weeks 2 - 11).
As used by St Andrews: 2-hour Written Examination = 100%
Re-assessment: 2-hour Written Examination = 100%
Module coordinator: Professor D H Mackay
Module teaching staff: Professor Duncan Mackay