CMFM50 Financial Mathematics MSc project 7CCMFM50 Financial Mathematics MSc project
7CCMFM50 Financial Mathematics MSc project
FM MSc project topics 2012
Project 1 [pdf].
Project 2 [pdf]
Early July: first meeting with Advisor.
July-August: work on project.
Mid-August: A more or less complete draft should be ready at this stage. Tie up loose ends and complete references. Proofread.
Mid-late August: a second and final meeting with Advisor.
Project submission deadline: 6 September 2012, 15:00 BST.
Two copies, spiral bound, to be handed in to the Maths Department Office. A time-stamped receipt will be given. In addition, a digital version of the thesis -- including PDF file and LaTeX file, and any other files containing software code created for the project -- is to be submitted to pg.maths AT kcl.ac.uk. Please put in the subject "MSc Project Submission" and add in the main body of the email student name, student number and MSc programme name. Candidates will be asked to sign a plagiarism' form. The Examiners may use the digital version of the project thesis to check (part of) the thesis using anti-plagiarism software. ''Submission Extensions'' are not granted under any circumstances, apart from certified serious illness, etc. The criteria are essentially the same as would apply to missing an examination. In the event of serious illness, etc., suitably detailed documentation will normally be required from an independent authority confirming the nature of the problem and its likely effect on the timely completion of the research project. In such circumstances, the Exam Board Chair, in consultation with the Programme Director, may offer a provisional extension to a new deadline. The final decision lies with the Examination Board, who will act on the basis of any written evidence that has in the meantime been supplied in time for their meeting. Part-time candidates should note that ''work-related'' problems or commitments do not constitute a valid basis for late submission -- so be sure to arrange with your employer sufficient freedom (e.g. days off) to ensure all loose ends of the project can be tied up in time for the project report submission deadline.
Project report marking guidelines [pdf]
Below is a sample of projects from previous years which received ''Distinction'':
- A comparative analysis of correlation skew modelling techniques [pdf]
- Option pricing with extreme value distributions [pdf]
- Default correlation in intensity models: correlated intensities, contagion models and copulas [pdf]
The following folder contains example files that you can modify for your dissertation: files.zip
In order to obtain a final document, you need to run (compile) the file ''main.tex''.