Prerequisite/Recommended prerequisite for participation in the module

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