Courses / Module

On successful completion of the module, students should be able to:

• Solve problems associated with Brownian Motion and martingales.
• Solve problems associated to portfolio selection and risk aversion.
• Use the methods of the course to price options.
• Explain methods and interpret problem solutions.
• State definitions and theorems from the course.

• Tutorial & Labs/Practical hours are subject to review by the Head of Department.

Delivery methods	Hours
Lectures	24
Labs / Practicals	0
Tutorials	5
Planned learning activities	0
Independent student activities	96
Total	125

• Module Graded (numeric value) or Ungraded (Pass/Not Passed): Graded
• Continuous Assessment detail(s): Continuous Assessment - up to 25%.

Assessment type	Options	Weighting	Duration
Continuous Assessment		25%
University scheduled written examination	On-campus	75%	120 minutes
Other		0%
Total		100%	120 minutes

• Pass standard: 40%
• Could the result of this module be capped? No
• Penalties: Work submitted after the deadline will not be graded and will not count.

• Are supplemental/resit registrations permitted? Yes
• University scheduled written examination (Autumn): 120 minutes, On-campus

• MT201A, ST122, MT102SC/MT105A/MT204A or equivalent

For a full timetable search, go to NUIM Timetable. Venue locations can be found here.