Under the supervision of a member of the academic staff from the School of Mathematics and Statistics a student undertakes a major project in the area of Quantitative Risk. The project could range from reading and / or research on theoretical aspects of Quantitative Risk to financial engineering involving implementation of a practical computer model. Research interaction with the finance industry is encouraged. The student will write a thesis summarising the result of their project and make a presentation of it.

This course is restricted to students in the Quantitative Risk major of an Advanced Mathematics degree (program 3523, 3986, or 3933)