FM458
Financial Economics Preparatory Course
This information is for the 2016/17 session.
Teacher responsible
Mr Seyed Seyedan
Availability
This course is compulsory on the MSc in Finance and Economics and MSc in Finance and Economics (Research). This course is not available as an outside option.
Course content
The aim of this course is to supplement the Economics pre-sessional course and provide students with the essential quantitative methods for the core Finance course FM436. The course will introduce foundational material essential to the study of both asset pricing in continuous time and corporate finance theory.
Teaching
30 hours of lectures in the MT.
Indicative reading
Mikosch, Elementary Stochastic Calculus (1998), World Scientific; Shreve, Stochastic Calculus for Finance I, II
Assessment
No formal assessment. Students will sit a mock exam based upon the material to aid learning.
Key facts
Department: Finance
Total students 2015/16: 35
Average class size 2015/16: Unavailable
Controlled access 2015/16: No
Value: Non-assessed
Personal development skills
- Application of numeracy skills
