In-depth Study of Financial Engineering

2018/2019

Prerequisite/Recommended prerequisite for participation in the module

The module builds on knowledge obtained by the modules on the 1st semester.

Content, progress and pedagogy of the module

Learning objectives

Knowledge

  • have expert understanding of relevant theories and methods within quantitative finance and computational statistics or continuous time finance in general
  • are able to understand and on a scientific basis reflect on these subject areas’ scientific issues

Skills

  • must be able to identify, formulate and analyse a scientific problem independently, systematically and critically
  • must be able to relate the problem to a quantitative finance subject area, including explaining the choices that have been made in connection to the delimitation of the problem
  • must be able to independently make and justify the choice of theories and methods
  • must be able to communicate research-based knowledge and discuss the professional and scientific problems with other people both within mathematics and economics

Competences

  • must be able to identify, formulate and analyse a scientific problem independently, systematically and critically
  • must be able to relate the problem to a quantitative finance subject area, including explaining the choices that have been made in connection to the delimitation of the problem
  • must be able to independently make and justify the choice of theories and methods
  • must be able to communicate research-based knowledge and discuss the professional and scientific problems with other people both within mathematics and economics

Type of instruction

Project work.



Extent and expected workload

This is a 15 ECTS project module and the work load is expected to be 450 hours for the student.
 

Exam

Exams

Name of examFordybelse inden for Financial Engineering
Type of exam
Oral exam based on a project
ECTS15
Assessment7-point grading scale
Type of gradingExternal examination
Criteria of assessmentAs stated in the Joint Programme Regulations.

http:/​/​www.engineering.aau.dk/​uddannelse/​Studieadministration/​

Facts about the module

Danish titleFordybelse inden for Financial Engineering
Module codeF-MOK-K2-1
Module typeProject
Duration1 semester
SemesterSpring
ECTS15
Empty-place SchemeYes
Location of the lectureCampus Aalborg
Responsible for the module

Organisation

Study BoardStudy Board of Mathematics, Physics and Nanotechnology
FacultyFaculty of Engineering and Science
SchoolSchool of Engineering and Science