Kursplan - Examensarbete i matematik

Syfte

This degree project should develop the ability to formulate and to work independently with a problem belonging to the area of mathematics/applied mathematics corresponding with the content of the Master programme Financial Engineering. The project should show that a graduate of the programme or a student with similar background can use the knowledge acquired during the studies for realisation of the Master degree project related to the content of the programme. Finally the project should develop the ability of the student to make oral and written presentation of the knowledge and results obtained.

Lärandemål

At the end of the preparation of the degree project the student is expected to be able to
- show comprehensive knowledge and understanding of the concepts and the mathematical models and methods used in the valuation of financial instruments and their derivatives, and be able to explain their assumptions and limitations.
- prepare a thesis that correctly and clearly presents the results of the degree project.
- present in the thesis a survey of relevant literature and other sources of information used in the project and to give correctly the corresponding references.
- give in the thesis clear mathematical description of the models and data studied in the project as well as the corresponding algorithms and software.
- carry out a comprehensive computer based experimental investigation of data, models, algorithms and software which are treated in the project, present the results in graphical and table form and comment them.
- prepare and to make a clear seminar presentation of the results of the project.

Innehåll

The larger part of the degree project is based on an independent study, which includes a mathematical description of the models and data studied in the project, the corresponding algorithms and software as well as results of the corresponding experimental computer based studies. The project may also include studies of the relevant literature and seminars. A supervisor is appointed to each student. Before the works start, it has to be shortly described in a written work plan which shall be approved by the supervisor. The student(s) will present the results of the project in the thesis that should contain all necessary parts (title page, abstract, table of contents, introduction, the main text presenting the content of the project, conclusion, list of references) and report them at a special seminar. The thesis must be written, and the oral presentation in the seminar must be held, in English.

Undervisning

Before the work starts the student(s) and the supervisor agree on a plan outlining the process and a time schedule for it. The process also includes continuous control of a supervisor, preliminary evaluation of the thesis by the evaluation committee, presentation of the degree project at a special seminar and evaluation of the thesis by the examinator.

Särskild behörighet

Minst 90 hp inom ämnet matematik/tillämpad matematik på icke-överlappande kurser, exklusive tidigare utförda examensarbeten, varav minst 30 hp på avancerad nivå samt Sv B och En A. I de fall kursen ges på engelska görs undantag från kravet på Sv B.

Examination

Examensarbete (PRO1), 30 högskolepoäng, betyg Godkänd (G) eller Väl Godkänd (VG)

En student som har ett intyg från MDU avseende sin funktionsnedsättning har möjlighet att anmäla önskemål om anpassning vid salstentamina eller annan examinationsform i enlighet med Regler och anvisningar för examination på grundnivå och avancerad nivå vid Mälardalens högskola (2020/1655). Det är examinator som, utifrån det intyg som utfärdats, beslutar om eventuell anpassning och i så fall vilken anpassning som ska gälla.

Misstankar om vilseledande vid examination (fusk) anmäls, enligt högskoleförordningen, till universitetets rektor och prövas av universitetets disciplinnämnd. Om disciplinnämnden anser att en student gjort sig skyldig till en disciplinförseelse fattar nämnden beslut om en disciplinär åtgärd, vilket är varning eller avstängning.

Betyg

Väl godkänd, godkänd, underkänd

Övergångsbestämmelser och övriga föreskrifter

Minst 90 högskolepoäng inom ämnet matematik/tillämpad matematik på icke-överlappande kurser, exklusive tidigare utförda examensarbeten, varav minst 30 högskolepoäng på avancerad nivå (C- eller D-nivå om kurserna lästs under läsåret 2005/06 eller tidigare).