MA3521 - Introductory Mathematical Finance

Offering Academic Unit
Department of Mathematics
Credit Units
Course Duration
One Semester
Course Offering Term*:
Semester A 2021/22

* The offering term is subject to change without prior notice
Course Aims

This course introduces students to the financial instruments used in modern financial practice, particularly forward contracts and options. The emphasis is on developing the concept of risk-neutrality and the financial and mathematical theory underlying the behavior of these financial instruments and preparing students with knowledge to solve related problems. Students should have a basic understanding of probability concepts to be properly prepared for this course.

Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 30%
Examination: 70%
Examination Duration: 3 hours
Detailed Course Information


Useful Links

Department of Mathematics