MTHM059 | 2025%2F6 | University of Exeter

MODULE TITLE	Case Studies in Mathematical Finance	CREDIT VALUE	30
MODULE CODE	MTHM059	MODULE CONVENER	Dr Wanling Rudkin (Coordinator)

DURATION: TERM	1	2	3
DURATION: WEEKS	11	11

Number of Students Taking Module (anticipated)

DESCRIPTION - summary of the module content

This module combines the core learning from your taught modules, with applications across Finance. You will be shown core mathematical tools in equity analysis, portfolio construction and asset pricing. Across the two terms of teaching, industry experts will discuss their application of mathematics in real-world scenarios. Each weekly workshop identifies the pathway to practice of a mathematical tool. Assignments provide an opportunity to apply your learning in groups, to financial research, and in response to specific business problems. Through the module you will develop industry-focused competencies, including quantitative analysis, technical presentation and communication of logical reasoning.

AIMS - intentions of the module

This module aims to enhance your learning from across your taught modules with insights into the professional application of mathematical finance. You will be given the chance to enrich your team-work skills, your ability to solve problems and the clarity with which you communicate your thinking to industry. Through taught elements, you will be exposed to a wider set of mathematical finance concepts. You will be equipped with a toolkit to tackle a wealth of real-world challenges in a rapidly evolving finance industry.

INTENDED LEARNING OUTCOMES (ILOs) (see assessment section below for how ILOs will be assessed)

On successful completion of this module you should be able to:

Module Specific Skills and Knowledge

1.Demonstrate competence in solving real world business finance problems using tools from finance and mathematics.

Discipline Specific Skills and Knowledge

2. Evaluate the choice of tools for finance and mathematics for solving practical business finance problems

Personal and Key Transferable / Employment Skills and Knowledge

3. Collaborate in small groups and work independently
4. Communicate your work to business audiences

SYLLABUS PLAN - summary of the structure and academic content of the module

The majority of the module will be taught in case-based workshops. The syllabus covers the skills needed to supplement the knowledge from other modules.

Core Financial Concepts:

Financial data and ethics
Behavioural considerations in finance
Asset classes and pricing
Portfolio optimisation
Evolution of financial markets

Skills for Problem Solving:

Engaging with non-academic audiences
Defining research questions

Project Management:

Effective group working
Project planning and design

Evaluation of Tools:

Criteria for evaluating problem solutions
Engaging with third parties for evaluation

LEARNING AND TEACHING

LEARNING ACTIVITIES AND TEACHING METHODS (given in hours of study time)

Scheduled Learning & Teaching Activities	66	Guided Independent Study	234	Placement / Study Abroad	0

DETAILS OF LEARNING ACTIVITIES AND TEACHING METHODS

Category	Hours of study time	Description
Scheduled learning and teaching activities	66	Lectorial
Guided independent study	234	Guided independent study

ASSESSMENT

FORMATIVE ASSESSMENT - for feedback and development purposes; does not count towards module grade

Form of Assessment	Size of Assessment (e.g. duration/length)	ILOs Assessed	Feedback Method
Online Quiz	5 Questions fortnightly	1-3	Written / Online

SUMMATIVE ASSESSMENT (% of credit)

Coursework	100	Written Exams	0	Practical Exams	0

DETAILS OF SUMMATIVE ASSESSMENT

Form of Assessment	% of Credit	Size of Assessment (e.g. duration/length)	ILOs Assessed	Feedback Method
Coursework 1	30	Group video presentation with 5 minutes contribution per student	All	Written / Workshop
Coursework 2	30	Individual report addressing business finance problem	All	Written / Workshop
Coursework 3	40	Individual portfolio of 4 x 750-word solutions to industry problems	All	Written / Workshop

DETAILS OF RE-ASSESSMENT (where required by referral or deferral)

Original Form of Assessment	Form of Re-assessment	ILOs Re-assessed	Time Scale for Re-assessment
Coursework 1	Coursework 1	All	Referral/Deferral period
Coursework 2	Coursework 2	All	Referral/Deferral period
Coursework 3	Coursework 3	All	Referral/Deferral period

RE-ASSESSMENT NOTES

Deferrals: Reassessment will be by coursework and/or written exam in the deferred element only. For deferred candidates, the module mark will be uncapped.

Referrals: Reassessment will be by a single written project worth 100% of the module only. As it is a referral, the mark will be capped at 50%.

RESOURCES

INDICATIVE LEARNING RESOURCES - The following list is offered as an indication of the type & level of
information that you are expected to consult. Further guidance will be provided by the Module Convener

Reading list for this module:

There are currently no reading list entries found for this module.

CREDIT VALUE	30	ECTS VALUE	15

PRE-REQUISITE MODULES	None
CO-REQUISITE MODULES	None

NQF LEVEL (FHEQ)	7	AVAILABLE AS DISTANCE LEARNING	No
ORIGIN DATE	Wednesday 20th September 2023	LAST REVISION DATE	Thursday 10th April 2025

KEY WORDS SEARCH	mathematics, finance, case studies

Case Studies in Mathematical Finance - 2025 entry