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This module introduces some essential geometric tools covering the basics of trigonometry, coordinate geometry, vectors and matrices.
A research project selected from an area of expertise of a member of staff in the Department of Mathematics. It will enable the students to develop an enquiring, analytical critical and creative approach to problem identification and solution. The project will typically focus on a subject area related to one of the taught modules in the MSc scheme.
This module serves as an introduction to the theory of Black-Scholes in continuous time. Special attention is paid to the theory of Ito's integration, stochastic differential equations, Ito's formula and application of the Ito calculus to value the options.