2024/25 Taught Postgraduate Module Catalogue

MATH5312M Dissertation in Financial Mathematics

45 Credits Class Size: 80

Module manager: Dr Jan Palczewski
Email: J.Palczewski@leeds.ac.uk

Taught: Semester 1 Feb to 30 Sep View Timetable

Year running 2024/25

This module is not approved as an Elective

Module summary

To carry out supervised research in financial mathematics and produce an extended piece of written work.

Objectives

This module aims to provide students with the knowledge and skills necessary to carry out supervised research in financial mathematics and produce an extended piece of written work.

Learning outcomes

Upon completion of this module students will be able to critically assess theory and principles of financial mathematics obtained throughout the programme to the framing of specific research questions, and to present their findings in written and oral form. This will include: demonstration of a critical awareness; locating and assessing relevant literature; evaluation of research strategies and data collection; and explanation of the use of financial mathematics in business and decision making.

Syllabus

Indicative content
Project definition; project plan; development of hypotheses/research questions; desk/secondary research; referencing and plagiarism; data collection and analysis of results (for empirical work); rigorous mathematical analysis (for theoretical work); conclusions; and suggestions for future research - all in relation to a topic approved by the Programme Director through discussion.

Teaching Methods

Delivery type Number Length hours Student hours
Supervision Meetings 7 1 7
Class tests, exams and assessment 1 0.5 0.5
Lecture 4 2 4
Private study hours 434.5
Total Contact hours 11.5
Total hours (100hr per 10 credits) 446

Private study

This will include reading papers, making notes, running computer programs, writing a dissertation, and preparation of an oral presentation.

Opportunities for Formative Feedback

Progress will be monitored, and feedback given through regular supervision meetings, as well as the oral presentation q/a assessment.

Methods of Assessment

Coursework
Assessment type Notes % of formal assessment
Essay or Dissertation 8,000 - 10,000 words 90
Oral Presentation 30 minutes (including questions) 10
Total percentage (Assessment Coursework) 100

The resit for this module will be 100% resubmission of dissertation

Reading List

There is no reading list for this module

Last updated: 29/04/2024

Errors, omissions, failed links etc should be notified to the Catalogue Team