MSc in Financial Mathematics 2009 / 10

First Semester (14th September – 18th December) Timetable

 

 

Day

Time

Module

Location

Room

Monday

 

 

 

 

Weeks 3 - 10

 

11.10 – 13:00

Discrete Time Finance

KB, James Clerk Maxwell Building (JCMB)

Room 6301

Weeks 7 - 10

14.00 – 15:50

Stochastic Analysis in Finance I

KB, P.Wilson

Lecture Theatre A

Weeks 3 - 10

 

16.10 – 17:00

Discrete Time Finance

KB, JCMB

Room 6301

Tuesday

 

 

 

 

Week 1 - 10

09.15 – 10.15

Fin. Risk Management
(tutorial)

PG Centre

Room 2.02

Week 1

10:30 – 11:00

Registration

Earl Mountbatten Building (EM)

Room 2.52

Weeks 2 - 10

10:15 – 11:15

Fin. Risk Management

 

HW, William Perkin Building (WP)

Room 1.08

Weeks 1 – 6

11.15  – 12.15

Derivatives Markets

PG Centre

Room 2.02

Weeks 1 – 6

12.15 – 13.15

Derivatives Markets

PG Centre

Room 2.02

Weeks 2 – 11

15.15 – 16.15

Statistical Methods

Heriot Watt

Lecture Theatre 1

Week 1

16:30 – 17:00

Complete registration

Heriot Watt

PG Centre

Weeks 7 -9

16:15 – 18:15

Matlab

Heriot Watt, SR

G12 / 13 / 14

Wednesday

 

 

 

 

Weeks 1 – 10

09.15  – 10.15

Fin. Risk Management

 

PG Centre

Room 2.01

Weeks 1 – 10

12.15  – 13.15

Fin. Risk Management

 

PG Centre

Room 2.01

Weeks 2 – 11

14.15 – 15.15

Statistical Methods

Heriot Watt

Lecture Theatre 1

Weeks 2 – 11

15.15 – 16.15

Statistical Methods (tutorial)

Heriot Watt, SR

Room 1.12

Weeks 2 – 11

16.15 – 17.15

Statistical Methods

Heriot Watt

Lecture Theatre 1

Thursday

 

 

 

 

Weeks 2 - 9

11.10 – 12.00

Discrete Time Finance

KB, JCMB

Room 6301

Weeks 7 - 10

 

14.00 – 15.50

Stochastic Analysis in Finance I

KB, JCMB

Room 6206

Friday

 

 

 

 

Weeks 1 – 6

09.15 – 10.15

Derivatives Markets

HW, James Naysmith Building (NS)

Room 1.03

Weeks 1 – 10

10:15 – 11:15

Fin. Risk Management

(Computer Lab)

HW, SR, Computer Lab

G 12 / 13

Weeks 1 – 6

11:15 – 12:15

Derivatives Markets

HW, William Arrol Building (WA)

Room 2.11

Weeks 1 – 12

14.15  – 16.15

Financial Markets

PG Centre

Room G.01

 

 

Introductory lectures for the first semester Special Topics will be held in Week 11 – details of topic titles, lecturers, times and venues will be advised later in the semester.

 

Staff contact details overleaf

 

Staff contact details:-

 

Derivatives Markets      Dr. Terence Chan         451 3212           Room G.06, CMB         T.Chan@hw.ac.uk

Financial Markets          Prof. Ian Hirst               451 3293           Room G 36, SML          I.Hirst@hw.ac.uk

Fin. Risk Mgt.               Prof. Andrew Cairns     451 3245           Room S.08, CMB          A.J.G.Cairns@hw.ac.uk

Matlab                          Dr. Lyonell Boulton       451 3973           Room S.20, CMB          L.Boulton@hw.ac.uk    

Statistical Methods        Mr. Roger Gray            451 3206           Room G.15, CMB         R.J.Gray@hw.ac.uk

Discrete Time Fin.         Dr. Sotirios Sabanis       650 5084           Room 4610, JCMB        S.Sabanis@ed.ac.uk     

Stoch. Analysis in          Prof. Istvan Gyongy      650 5945           Room 5612, JCMB        I.Gyongy@ed.ac.uk

Finance 1