MSc. in Financial Mathematics 2009/10                    Semester 2 2010 Timetable (11.01.10 - 01.04.10)

 

 

Day

Time

Module

Location

Room

Monday

 

 

 

 

Weeks 1 – 5

09:15 – 10.15

Numerical Methods for PDEs

HW Earl Mountbatten Building

EM 3.36

Weeks 1 – 6 and 8 – 10

10.15 – 11.15

Der. Pricing & Fin. Mod.

HW Scott Russell Building

SR 1.12

Week 7

09.15 – 11.15

Special Topics 2

HW Edwin Chadwick Building

EC 2.02

Weeks 1 – 8

11:15 – 12:15

Time Series Analysis

HW Postgraduate Centre

PG G.01

Weeks 1 – 10

13.15 – 14.15

Der. Pricing & Fin. Mod.

HW David Brewster Building

DB 1.15

Weeks 1 – 10

14:15 – 15:15

Credit Risk Management

HW David Brewster Building

DB 1.15

Weeks 1 – 10

15:15 – 16:15

Credit Risk Management

HW Scott Russell Building

SR 1.14

Weeks 6 – 10

16.15 – 18.15

Financial Econometrics

HW Scott Russell Building

SR 2.13B

Tuesday

 

 

 

 

Weeks 1 – 10

11:10 – 13:00

Mathematical Programming

KB, JCMB

Room 1501

Weeks 1 – 6

14:00 – 14:50

Stoch. Analysis Finance 2

KB, Swann Building

Room 7.15

Weeks 1 – 10

15:00 – 17:10

Simulation

KB, Swann Building

Room 7.15

Wednesday

 

 

 

 

Weeks 2, 4, 6, 7, 8

09.15 – 10.15

Time Series Analysis (tutorial)

HW Scott Russell Building

SR 2.13A

Weeks 1 – 5

11.15 – 12.15

Numerical Methods for PDEs

HW Lecture Theatre

LT 2

Weeks 6 - 10

10.15 – 12.15

Financial Econometrics

HW William Perkin Building

WP 1.10

Weeks 1 – 10

13.15 – 14.15

Credit Risk Management

HW James Naysmith Building

NS 1.03

Weeks 1 – 10

14.15 – 17.15

 

Modern Portfolio Theory

HW Lecture Theatre

LT 1

Weeks 1 – 10

17.15 – 18.15

 

Credit Risk Management

HW James Naysmith Building

NS 1.03

Thursday

 

 

 

 

Weeks 1 – 5

09.15 – 11.15

Numerical Methods for PDEs

HW James Naysmith Building

NS 3.01

Weeks 1, 3 & 5

10.15 – 11.15

Numerical Methods for PDEs (Computer Lab)

HW Scott Russell Building

SR G12/13/14

SR 1.12

Weeks 7 – 12

09.15 – 11.15

Special Topics 2

HW William Arroll Building

WA 2.08

Weeks 1 – 10

11.15 – 12.15

Modern Portfolio Theory (tutorial)

HW Scott Russell Building

SR 2.13A

Weeks 1 – 10

12.15 – 13.15

Der. Pricing & Fin. Mod.

HW James Naysmith Building

NS 1.03

Weeks 1 – 8

14.15 – 15.15

Time Series Analysis

HW Lecture Theatre

LT 3

Weeks 1 – 10

15.15 – 16.15

Der. Pricing & Fin. Mod.

HW William Perkin Building

WP 1.10

Weeks 7 – 12

16.15 – 18.15

Special Topics 2

HW Scott Russell Building

SR 2.13A

Friday

 

 

 

 

Weeks 1 – 6

11:10 – 13:00

Stoch. Analysis Finance 2

KB, Peter Wilson Building

Lecture Theatre A

Week 6

16.15 – 18.15

Special Topics 2

HW Scott Russell Building

SR 2.13A

 

 

Notes :

 

Derivative Pricing/Fin Mod        Dr. Anke Wiese            451 3717           Room T.13, CMB          A.Wiese@hw.ac.uk

Financial Econometrics              Dr. A. Christev             451 3967           Room 1.02a, MB           A.Christev@hw.ac.uk

                                                Dr J. Brzeszczynski       449 3294           Room G.54, MB            J.Brzeszczynski@hw.ac.uk

Math. Programming                   Prof. J. Gondzio            650 8574           Room 6216, JCMB        J. Gondzio@ed.ac.uk

Modern Portfolio Theory            Dr. Terence Chan         451 3212           Room G.06, CMB         T.Chan@hw.ac.uk

Numerical Methods PDEs         Dr. Lubomir Banas        451 8270           Room T.23, CMB          L.Banas@hw.ac.uk

Simulation                                 Dr. A. Grothey              650 5747           Room 6215, JCMB        A.Grothey@ed.ac.uki

                                                Dr. M. Rasonyi             651 7677           Room 5408, JCMB        Miklos.Rasonyi@ed.ac.uk

Stochastic Analysis II                Dr. Istvan Gyongy         650 5945           Room 5612, JCMB        I.Gyongy@ed.ac.uk

Time Series Analysis                 Dr. Torsten Kleinow      451 3252           Room F.11, CMB          T. Kleinow@hw.ac.uk