Title:

Introductory Finance/Trading Simulation I

Code:

IC102

Convenor:

DR Gita Persand

Summary:

This module is delivered at University of Reading and University of Reading Malaysia.

This module aims to provide the student with an overview of the financial system. This will include an overview of the role that the financial system plays in the economy, a discussion of some of the main players in the system, the instruments they trade, and the trading prices. Part of the module will focus on capital markets and the private and public financial institutions participating in these markets. The remainder of the module covers the time value of money, longer-term securities like bonds, risky securities like stocks, and the way in which returns and the values of real and financial assets relate to each other. The purpose of the trading simulation part of the module is to introduce students to computer simulation of securities dealing and spreadsheet modelling. Students are taught the relevant theory and will experience how this theory works in a virtual dealing environment. 

Assessment Method:

Exam 70%, Practical 10%, Class test 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Introductory Securities and Markets

Code:

IC101

Convenor:

PROF Brian Scott-Quinn

Summary:

An introduction to the economics of banking, types of money including cryptocurrencies, and sustainable finance focussed on the role of the finance industry in mitigating climate change impact.  

Assessment Method:

Exam 60%, Class test 40%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Linear Algebra

Code:

MA1LA

Convenor:

PROF Paul Glaister

Summary:

This module introduces the mathematics of linearity needed for other modules, and includes various topics in linear algebra.

Assessment Method:

Exam 70%, Set exercise 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Foundations of Mathematics

Code:

MA1FM

Convenor:

DR Jani Virtanen

Summary:

This module introduces fundamental topics in mathematics.

Assessment Method:

Exam 70%, Set exercise 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Calculus

Code:

MA1CA

Convenor:

DR Peter Chamberlain

Summary:

This module covers core topics in calculus.

Assessment Method:

Exam 70%, Set exercise 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Probability and Statistics

Code:

ST1PS

Convenor:

DR Karen Poulter

Summary:

This module provides an introduction to probability and probability distributions, and to fundamental techniques for statistical inference, and for the analysis of data from observational studies, with a focus on regression and hypothesis testing.

Assessment Method:

Exam 70%, Oral 5%, Set exercise 10%, Report 15%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Financial Modelling/CMS

Code:

IC206

Convenor:

DR Gita Persand

Summary:

This module is delivered at University of Reading and University of Reading Malaysia.

Assessment Method:

Assignment 5%, Project 50%, Class test 40%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Portfolio Management

Code:

IC204

Convenor:

DR Nikoloas Antypas

Summary:

The module examines the issues involved in understanding the investment market, constructing an optimal investment portfolio, evaluating the performance of that portfolio, and adjusting its composition through time. 
 
This module is delivered at University of Reading and University of Reading Malaysia. 

Assessment Method:

Assignment 10%, Oral 40%, Class test 50%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Real Analysis I

Code:

MA2RA1

Convenor:

DR Karl-Mikael Perfekt

Summary:

This module provides an introduction to mathematical analysis. We cover concepts such as inequalities, sequences and series as well as functions and their fundamental properties.

Assessment Method:

Exam 70%, Assignment 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Vector Calculus

Code:

MA2VC

Convenor:

DR Peter Chamberlain

Summary:

The module involves differentiation of scalar and vector fields by the gradient, Laplacian, divergence and curl differential operators. A number of identities for the differential operators are derived and demonstrated. The module also involves line, surface and volume integrals. Various relationships between differential operators and integration (e.g, Green's theorem in the plane, the divergence and Stoke's theorems) are derived and demonstrated.

Assessment Method:

Exam 70%, Set exercise 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Industrial Placement Year

Code:

MA2PY

Convenor:

DR Peter Chamberlain

Summary:

This module, available only to those on mathematics undergraduate programmes, aims to provide experience of working in industry, government, research or other appropriate organisations.

Assessment Method:

Report 100%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Mathematical Programming

Code:

MA2MPR

Convenor:

DR Peter Sweby

Summary:

This module introduces students to the valuable skill of programming with clear links to applications in mathematics. Programming concepts will be taught in the context of the Matlab programming language but are applicable to other programming languages. Examples from other mathematics modules taken will be used to illustrate various programming techniques.

Assessment Method:

Set exercise 100%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Differential Equations

Code:

MA2DE

Convenor:

DR Peter Sweby

Summary:

In this module, we continue the ODE work of Part 1 and consider more advanced topics such as ODEs with non-constant coefficients, integral and series solutions, Fourier series and the theory of boundary value problems. This is then extended into the study of partial differential equations, in particular the diffusion equation, the wave equation and Laplace’s equation, for which appropriate solution techniques are studied.

Assessment Method:

Exam 70%, Set exercise 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Probability and Statistical Theory

Code:

ST2PST

Convenor:

DR Jeroen Wouters

Summary:

This module develops the theoretical foundations of methods used in statistical practice.The module rigorously introduces basic concepts of probability from a mathematical perspective. It aims to equip the students with a basic knowledge in probability which will reveal the interplay between probability theory and fundamental areas of mathematics, will allow students to formulate general real or abstract problems in a probabilistic model and will unravel the fundamentals which statistical methods are built on. In more detail the module will be developed around the concepts of probability distributions, random variables, independence, sums of random variables, limit laws and their application (Central Limit Theorem and laws of large numbers), and structures that depend on the present to study the future evolution of stochastic phenomena (Markov chains). The module also covers key topics in estimation and statistical inference, including method of moments and maximum likelihood.

Assessment Method:

Exam 70%, Set exercise 30%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Derivative Securities/Trading Simulation III

Code:

IC301

Convenor:

MR David Knapp

Summary:

This module is designed to combine theoretical and practical approaches to derivatives. The objectives of the module are the following: first, to give students an overview of the main derivative securities and markets; second, to provide an understanding of derivatives pricing; third, to give an overview of hedging and trading strategies; and fourth, to show how to apply theoretical models and strategies presented in class through exercises, examples and case studies.

Assessment Method:

Exam 80%, Class test 20%"

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Real and Complex Analysis

Code:

MA3RCA

Convenor:

DR Titus Hilberdink

Summary:

The first part of this module continues the study of analysis to the point where it relates to topics in other courses, such as integration and differentiation. The second part provides an introduction to complex analysis.

Assessment Method:

Exam 80%, Set exercise 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Applied Stochastic Processes

Code:

MA3AST

Convenor:

DR Patrick Ilg

Summary:

This module introduces the concept of discrete and continuous stochastic processes, discusses their most important properties as well as a variety of applications from physics to finance.

Assessment Method:

Exam 80%, Set exercise 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Management of Risk

Code:

IC303

Convenor:

DR Ivan Sangiorgi

Summary:

This module will be taught by Dr Ivan Sangiorgi and Dr Indrajeet Mohite.

This module introduces students to a set of techniques to measure and manage market and credit risks in banks. It also covers recent developments in bank regulation. Financial press articles are extensively used to provide context and show the relevance of the teaching material to current risk management issues. Popular portfolio risk models and stress testing frameworks used by risk managers and central banks are explored in detail. This course will help students develop those critical risk management skills that are now considered indispensable for anyone willing to undertake a career in the financial sector. 

Assessment Method:

Project 40%, Class test 60%"

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Financial Engineering

Code:

IC302

Convenor:

DR Miriam Marra

Summary:

Financial Engineering is the application of engineering methods to finance for the design, analysis, and construction of financial contracts that meet the needs of investors and companies. This basic course of Financial Engineering provides an overview of the theory and practice of Financial Engineering, with emphasis on contract design, payoffs replication and application of simple derivatives pricing and hedging methodology to complex derivatives and structured products.

Assessment Method:

Exam 80%, Class test 20%"

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Research Project

Code:

IC305

Convenor:

PROF Charles Sutcliffe

Summary:

Students define and execute a piece of research in finance on a topic of their choice, with direction from an academic supervisor.

Assessment Method:

Dissertation 100%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Cryptography and Error Correcting Codes

Code:

MA3CEC

Convenor:

DR Basil Corbas

Summary:

To introduce and examine two of the most important and exciting contemporary applications of pure mathematics.

Assessment Method:

Exam 100%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Calculus of Variations

Code:

MA3CV

Convenor:

DR Calvin Smith

Summary:

Calculus of variations considers the notion of optimising an integral where the quantity to be varied is a function.

Assessment Method:

Exam 80%, Set exercise 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Dynamical Systems

Code:

MA3DS

Convenor:

DR Peter Chamberlain

Summary:

The module addresses the geometric theory of planar dynamical systems.

Assessment Method:

Exam 90%, Set exercise 10%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Fluid Mechanics

Code:

MA3FM

Convenor:

DR Alex Lukyanov

Summary:

The objective of this course is to provide an elementary, but rigorous mathematical presentation of continuum description, to introduce concepts and basic principles of fluid mechanics.

Assessment Method:

Exam 90%, Assignment 10%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Mathematical Biology

Code:

MA3MB

Convenor:

DR Marcus Tindall

Summary:

Mathematical Biology is one of the fastest growing areas of modern mathematics. The field is focussed on applying mathematical modelling techniques (and their analysis) to problems in biology. Whilst such problems can range across a huge number of systems, e.g. cells to ecosystems, this module is designed to give an introduction to the classic applications of Mathematical Biology and an appreciation of how mathematical modelling can be used to provide insight into biological problems.

Assessment Method:

Exam 80%, Set exercise 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Numerical Analysis II

Code:

MA3NAT

Convenor:

DR Amos Lawless

Summary:

This course introduces and analyses a range of techniques in numerical approximation, numerical integration, and numerical linear algebra, with connections being made between these areas.  One half of the module will consider the design and analysis of algorithms for the approximate solution of problems of continuous mathematics, with a particular focus on topics such as interpolation, polynomial approximation, and integration.  The other half of the module will introduce and analyse a range of techniques in numerical linear algebra for solving very large systems of linear equations.

Assessment Method:

Exam 80%, Set exercise 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Part 3 Project

Code:

MA3PRO

Convenor:

DR Patrick Ilg

Summary:

This module focuses on independent learning of a mathematical or statistical topic.

Assessment Method:

Oral 20%, Dissertation 70%, Project 10%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Peer Assisted Learning

Code:

MA3PAL

Convenor:

DR Calvin Smith

Summary:

This module will enable students who have volunteered to be Peer-assisted Learning (PAL) Leaders in Mathematics to gain a deeper understanding of their own learning and that of their peers on the same programme but in the years below through reflecting systematically on their weekly Mathematics peer learning sessions that they have planned, facilitated, and reviewed.

SELECTION PROCESS Students will be selected by written application and interview on the basis of academic ability, commitment and motivation as students, and an interest in learning, volunteering and possibly a career in education. The selection will be made by the Module Convenor. The Module Convenor will have the final say in terms of recruitment.

Assessment Method:

Practical 20%, Oral 10%, Report 70%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Statistical Mechanics and Applications

Code:

MA3SMA

Convenor:

PROF Valerio Lucarini

Summary:

This module will introduce the concepts of statistical mechanics and their mathematical formulation.

Assessment Method:

Exam 100%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Summer Placement

Code:

MA3SPL

Convenor:

MRS Claire Newbold

Summary:

This module gives students an opportunity to do a work placement or an internship with a work based employer broadly related to the general sphere of their degree studies. Based on the work experience gained, the student will deliver a self-reflective report following feedback from their employer and link their new and or enhanced skills to University of Reading graduate attributes.  Students will present at a student and employer networking event in October 2020 and to academic staff during week 6 of Autumn term in a more formal setting using slides and projector.

Assessment Method:

Oral 40%, Report 60%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Asymptotic Methods

Code:

MA3AM

Convenor:

PROF Paul Glaister

Summary:

Foremost among the analytic techniques used in applications are the systematic methods of perturbations (asymptotic expansions) in terms of a small or large parameter or co-ordinate. This module is concerned with perturbation methods and applications will be made to non-linear equations, integrals and some ordinary differential equations.

Assessment Method:

Exam 100%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Integral Equations

Code:

MA3XJ

Convenor:

PROF Simon Chandler-Wilde

Summary:

This module in concerned with the theory, application and solution of integral equations, with an emphasis on applications that are part of research across the School, at Reading (for example wave scattering of water waves, of acoustic and electromagnetic waves by atmospheric particles, etc.).

Assessment Method:

Exam 85%, Set exercise 15%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Multivariate Data Analysis

Code:

ST3MVA

Convenor:

MISS Hannah Fairbanks

Summary:

This module introduces methods for the analysis of data involving several measurements, where the aim is to identify similarities and differences between observations based on several variables. Multivariate data analysis techniques have a long history of being applied to analyse data from a wide range of disciplines such as psychology, and marketing and research. This module will introduce several techniques covering the underlying theory, as well as carrying out the analysis using software and interpreting the results.

Assessment Method:

Exam 80%, Set exercise 20%

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.

Title:

Statistical Data Science and Machine Learning.

Code:

ST3SML

Convenor:

DR Fazil Baksh

Summary:

The topics of Data Science, Machine Learning and Artificial Intelligence have recently become part of the public consciousness, in part due to their successful application in industry (most notably at large technology companies). Many of the most successful techniques used in these fields are underpinned by statistical techniques. This module begins by covering some of these underpinning techniques, and shows how they may be applied to problems in Data Science and Machine Learning.

Assessment Method:

Exam 70%, Set exercise 30%"

Disclaimer:

Please note that all modules are subject to change.
The information contained in this module description does not form any part of a student’s contract.