Aims of the Course

Course leadership

The course, like the full-time MSc in Mathematical and Computational Finance, is run by the Mathematical and Computational Finance Group, at the Mathematical Institute, University of Oxford.

Learning outcomes

  • Knowledge and Understanding
  • Cognitive / Intellectual Skills
  • Transferable / Key Skills
  • Discipline-specific Practical Skills

More specifically:

  • Formulation of suitable mathematical models for new problems
  • Identification and implementation of accurate and stable computational methods
  • Calibration of models to market data
  • Assessment of the validity and limitations of models

Teaching and Learning Strategies

  • Lectures, including some by guest experts
  • Practical sessions
  • Guided reading
  • Course assignments
  • Dissertation