MA422     
Research Topics in Financial Mathematics

This information is for the 2024/25 session.

Teacher responsible

Dr Ophelia Bonesini  (AT)

Dr Ophelia Bonesini and  Professor Johannes Ruf (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 2023/24: 14

Average class size 2023/24: 14

Controlled access 2023/24: No

Value: Non-credit bearing

Guidelines for interpreting course guide information

Course selection videos

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