MA422
Research Topics in Financial Mathematics
This information is for the 2023/24 session.
Teacher responsible
Professor Mihail Zervos and Dr Pavel Gapeev – AT
Dr Christoph Czichowsky – WT/ST
Availability
This course is available on the MPhil/PhD in Mathematics, MSc in Financial Mathematics and MSc in Quantitative Methods for Risk Management. This course is available as an outside option to students on other programmes where regulations permit.
PhD students in the departments of Mathematics and Statistics along with other members of the research community are welcome to attend.
Course content
The seminar ranges over many areas of financial mathematics, stochastic analysis and stochastic control theory.
Teaching
6 hours of seminars in the AT. 6 hours of seminars in the WT.
6 x 1 hour talks by researchers in the AT and WT.
Additional seminars will be scheduled throughout the year. Please see the Timetables website for further information.
Formative coursework
This course is not assessed.
Assessment
This is a non-assessed course.
Key facts
Department: Mathematics
Total students 2022/23: 10
Average class size 2022/23: 10
Controlled access 2022/23: No
Value: Non-credit bearing
Course selection videos
Some departments have produced short videos to introduce their courses. Please refer to the course selection videos index page for further information.