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Curricular information is subject to change
The student will be able to calculate simple option prices and to hedge call and put options. Students apply basic probability models, averages and expected values, and use conditional probabilities and conditional expectations.
Student Effort Type | Hours |
---|---|
Lectures | 36 |
Tutorial | 12 |
Autonomous Student Learning | 60 |
Total | 108 |
Students must have passed either MATH 10130 or MATH 10060 or be taking either MST 20040 or MATH 20170
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Continuous Assessment: Midterm Exam | Unspecified | n/a | Standard conversion grade scale 40% | No | 25 |
Examination: End of semester | 2 hour End of Trimester Exam | No | Standard conversion grade scale 40% | No | 75 |
Resit In | Terminal Exam |
---|---|
Autumn | Yes - 2 Hour |
• Group/class feedback, post-assessment
Lectures, tutorials, enquiry and problem-based learning.
Name | Role |
---|---|
Dr Conor Finnegan | Lecturer / Co-Lecturer |
Dr Conor Finnegan | Tutor |