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MA4529 - Mathematical Finance

Offering Academic Unit
Department of Mathematics
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Course Offering Term*:
Semester B 2025/26
Semester B 2026/27 (Tentative)

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

This course provides fundamental concepts of probability theory, stochastic processes and option pricing. It helps students understand the mathematical concepts of stochastic processes and apply the knowledge to a range of problems in finance.


Assessment (Indicative only, please check the detailed course information)
Continuous Assessment: 40%
Examination: 60%
Examination Duration: 2 hours
Min. Examination Passing Requirement: 30%
 

40% Coursework 60% Examination (Duration: 2 hours, at the end of the semester) For a student to pass the course, at least 30% of the maximum mark for the examination must be obtained.

 
Detailed Course Information
MA4529.pdf