Department of Mathematics. MSc/Diploma Students Handbook

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1 Department of Mathematics MSc/Diploma Students Handbook

2 Dear Student, Welcome to the School of Mathematical and Physical Sciences (MPS) at the University of Sussex. Please take time to read through this handbook carefully as it contains very important information about your MSc course and will guide you through the duration of your studies at the University. All of the information provided in this handbook can be also obtained from the school website on the following link: In case you have any further questions or concerns, please do not hesitate to contact us by telephone, or in person at the MPS School Office. The MPS School Office is located in the ground floor of Pevensey Building II, room 3A20, and is open Monday to Friday 9am- 5pm. School Office staff: Mr Matthew Tiernan, Course Coordinator, Postgraduate Taught Courses (MPS) T: E: Miss Sally Church, Course Coordinator for Undergraduate Physics and Astronomy T: E: Ms Felicity Hyde-Thompson, Course Coordinator for Undergraduate Mathematics T: E: Mrs Sarah Pelling, MPS School Assistant T: E: Mrs Deborah Tyler, MPS School Assistant T: E: Miss Naomi Lukianczuk, MPS School Assistant T: E : N.A.Lukianczuk@sussex.ac.uk Mrs Chrystelle Nunan, Curriculum and Assessment Officer T: E: c.nunan@sussex.ac.uk Miss Rebecca Foster, MPS Research Support Administrative Assistant T: E: Rebecca.Foster@sussex.ac.uk Mrs Sinead Rance, MPS Research Support Administrative Assistant T: E: s.rance@sussex.ac.uk Mr Richard Chambers, Research & Enterprise Coordinator T: E: R.J.Chambers@sussex.ac.uk We hope that you make the most of your studies and experience at the University of Sussex. Yours sincerely, The MPS School Office 2

3 Table of Contents 1. MSc/PG Diploma Courses Department of Mathematics- Course descriptions Teaching Methods, Assessments and Formal Submissions Teaching Methods Assessments and Deadlines for Formal Submissions Awards Criteria Publication of Final Results Mitigating Circumstances Plagiarism and Academic Misconduct Writing well and avoiding academic misconduct Referencing Contacts Mathematics Department Contact details Frequently Asked Questions Module Changes Course Transfers Finding out about your Marks Confirmation of Study Letters Council Tax

4 1. MSc/PG Diploma Courses The School of Mathematical and Physical Sciences (MPS) currently runs ten different postgraduate taught courses, organized and run by their respective departments; four in the Department of Mathematics and six in the Department of Physics and Astronomy. All of the MSc courses are run on a full-time basis. Each MSc course is organized and overseen by a course convenor. Should you have any problems with regards to the organization or content of the course, please contact your course convenor (full contact details are found in section 4 of this Handbook). Department of Mathematics: MSc/Diploma in Financial Mathematics Course Convenors: Dr Qi Tang & Dr Bertram During MSc in Corporate and Financial Risk Management Course Convenors: Dr Qi Tang & Dr Bertram During MSc/Diploma in Mathematics Course Convenors: Dr Omar Lakkis & Dr Konstantin Blyuss MSc/Diploma in Computational Mathematics Course Convenors: Dr Omar Lakkis & Konstantin Blyuss 4

5 1.2 Department of Mathematics - Course descriptions This handbook gives an overview of each course. For formal course specifications and module listings see: MSc/PG Diploma in Financial Mathematics Course convenors Dr Qi Tang & Dr Bertram During The course provides students with the technical skills and knowledge required for employment with investment banks and other financial institutions. Students should have the ability to apply academic knowledge to the analysis and judgement of real financial situations, give advice and explain their rationale with a clear logical line of argument. Essential areas of quantitative finance are covered including: interest rate theory portfolio evaluation arbitrage theory GARCH time series models Black-Scholes option pricing model Key skills are developed in numerical analysis, programming and Matlab. Additional modules can be taken as options on probability and statistical theory as well as those from the School of Business, Management and Economics (Please note that this is subject to timetabling constraints with core modules). Students acquire professional skills in: interpretation of financial trends and financial reporting evaluation of an investment plan solving finance problems Course Modules and Structure The MSc is composed of both core and optional modules. Core modules are compulsory and are required to acquire and develop the essential learning and practical skills of the course. In addition, optional modules are offered across the autumn and spring terms for specialization in certain areas. The amount of optional modules should total 30 credits (2 modules) from autumn and spring terms. These must be agreed and chosen with your course convenor before the end of week two of the autumn term. No module changes will be allowed after this date. During the summer term and vacation you will work on your MSc Dissertation. More information on the MSc in Financial Mathematics course structure and modules can be found here: The outline is show on the first page, giving course aims and learning outcomes. Click on the tab which says Module Information to see all of the core and optional modules for the course. You can then click on each individual module for more detailed information. 5

6 MSc in Corporate and Financial Risk Management Course convenors Dr Qi Tang & Dr Bertram During This course is designed to cover the main aspects of risk management in businesses, focusing on quantitative analysis, regulation, implementation and management structure in business organisations. This MSc covers topics such as financial portfolio theory, risk modelling, risk management and implementation within corporate structures. It also provides options in programming, probability, statistics and a range of management courses offered at Sussex. Course Modules and Structure The MSc is composed of both core and optional modules. Core modules are compulsory and required to acquire and develop the essential learning and practical skills of the course. In addition, optional modules are offered across the autumn and spring terms for specialization in certain areas. The amount of optional modules should total 30 credits (2 modules) in the autumn and spring terms. This must be agreed and chosen with your course convenor before the end of week two of the autumn term. No module changes will be allowed after this date. During the summer term and vacation you will work on your MSc Dissertation. More information on the MSc in Corporate and Financial Risk Management course structure and modules can be found here: The outline is show on the first page, giving course aims and learning outcomes. Click on the tab which says Module Information to see all of the core and optional modules for the course. You can then click on each individual module for more detailed information. 6

7 MSc/PG Diploma in Mathematics Course convenors Dr Omar Lakkis & Dr Konstantin Blyuss This MSc equips the student with a sound knowledge of advanced mathematics suitable for progression to a research degree or as a foundation for a career in mathematics. By the end of the course the student should be able to: Read, absorb and understand mathematical research papers in appropriate areas and relate their content to his/her existing knowledge; Write a correct, precise, clear and cogent account of an advanced mathematical topic in the student's particular area of interest, drawing on several sources at appropriate levels. The course equips students with the necessary practical and transferable skills to: Typeset mathematical material via a standard mathematical text-processing computer package Give a stand-up presentation to a small audience showing evidence of clarity, order and good timing, answering questions appropriately and maintaining audience contact and attention; Manage time, work-loads and priorities. There will be an increasing emphasis on independent learning during the programme. Course Modules and Structure The MSc has one compulsory core module, which is the MSc Dissertation, and several optional modules taught in the autumn and spring terms. You must select a total of eight optional modules; please not that you need to select a minimum of 90 credits (6 modules) at level 7, and not more than 30 credits (2 modules) at level 6. These must be agreed and chosen with your course convenor before the end of week two of the autumn term. No module changes will be allowed after this date. More information on the MSc in Mathematics course structure and modules can be found here: The outline is show on the first page, giving course aims and learning outcomes. Click on the tab which says Module Information to see all of the core and optional modules for the course. You can then click on each individual module for more detailed information. 7

8 MSc/PG Diploma in Computational Mathematics Course convenors Dr Omar Lakkis & Dr Konstantin Blyuss This MSc equips students with the sufficient skills and knowledge in modern industry sectors including computational software development and financial modelling. Key skills taught on this course are: Programming languages C/C++ and Java Development of computational models Mathematical and numerical analysis skills Investigation of accuracy and robustness of computational models Computation is an important partner to experimentation and theory in the advancement of science and engineering. Numerical simulation allows us to study complex systems that would be too expensive, dangerous or impossible to investigate experimentally. Recent advances in computer algorithms allow simulation in much greater detail and realism. This MSc will appeal to students from a variety of science backgrounds who want to learn the numerical and computational skills needed for scientific research. The University has a strong applied mathematics group that specialises in scientific computation, especially numerical analysis and numerical algorithm development for the approximation of differential equations, a major focus in this degree. Course Modules and Structure The MSc is composed of both core and optional modules. Core modules are compulsory and required to acquire and develop the essential learning and practical skills of the course. In addition, optional modules are offered across the autumn and spring terms for specialization in certain areas. The amount of optional modules should total 60 credits (4 modules) from the autumn term or spring terms. These must be agreed and chosen with your course convenor before the end of week 2 of the autumn term. No module changes will be allowed after this date. All the information on the MSc in Computational Mathematics course structure and modules can be found here: The outline is show on the first page, giving course aims and learning outcomes. Click on the tab which says Module Information to see all of the core and optional modules for the course. You can then click on each individual module for more detailed information. 8

9 2. Teaching Methods, Assessments and Formal Submissions 2.1 Teaching Methods All four Mathematics MSc courses are taught on a one-year full-time basis only. The courses begin in September in the autumn term and finish at the beginning of September in the following year. Course modules are spread across the autumn and spring terms, and are assessed by written examinations, coursework, essays, report writing and presentations. Over the summer period students take on a major research project for their MSc Dissertations which they must hand in by the end of August. Students not wishing to take the dissertation can finish early with a Postgraduate Diploma. For more information about this, you should speak to your course convenor Please note: the MSc in Corporate and Financial Risk Management is not offered as a PG Diploma. 2.2 Assessments and Deadlines for Formal Submissions Full details about the assessment and deadlines for each module are available on the Mathematics Department web pages. Generally MSc exams take place on weeks 5, 6 and 7 of the summer term (mid May, early June) though for some modules they may occur at earlier stages. We encourage you to regularly check your study timetable in Sussex Direct and s. The MSc Dissertation is handed in during August in the summer vacation period. Please note you will have assessment deadlines. It is your responsibility to be aware of these deadlines. Each one of your core and option module assessments and deadlines for submission appears in your study timetable on the Sussex Direct pages. The assessment of the MSc research project/dissertation includes a dissertation and, for some courses, an oral presentation. Supervisors for MSc research projects/dissertations are allocated in the first half of the autumn term, in consultation with their relevant MSc convenor. It is important that such deadlines are met; the University applies a system of penalties to assessments that are handed in late. For more details, please consult the Examination and Assessment Handbook available at: 9

10 2.3 Awards Criteria MSc students normally follow a one-year course of full-time study combining coursework with a dissertation which runs from September of one year until the beginning of September of the following year. Criteria for passing the MSc are listed in the Examination and Assessment Handbook: Publication of Final Results Please note that the final results will not be published until the final meeting of the Examination Board which is usually held in October each year. 2.5 Mitigating Circumstances Extensions on formal assessments and submissions are not granted. If there are extenuating circumstances for late or non-submission you need to make a Mitigating Evidence Claim. Start this on your Sussex Direct page by going to the Study tab and select Mitigating Evidence. You will then need to scan and attach evidence of the circumstances before a decision is made. This should be done as early as possible as you have a limited time to start your claim. For further information on mitigating evidence and circumstances you will need to consult with the Student Life Centre: Student Life Centre, Bramber House (Ground Floor), University of Sussex, BN1 9QU T.: F.: Text slcentre to E.: studentlifecentre@sussex.ac.uk Or visit 10

11 3. Plagiarism and Academic Misconduct 3.1 Writing well and avoiding academic misconduct Plagiarism, collusion, and cheating in exams are all forms of academic misconduct which the University takes very seriously. Every year, some students commit academic misconduct unintentionally because they did not know what was expected of them. The consequences for committing academic misconduct can be severe, so it is important that you familiarise yourself with what it is and how to avoid it. The University s S3 guide to study skills gives advice on writing well, including hints and tips on how to avoid making serious mistakes. Visit and make use of the resources there. You will also find helpful guides to referencing properly and improving your critical writing skills. Please read and ensure you understand the following terms: Plagiarism Do not copy solutions to exercises from some website or other source. Equally, when writing essays or a dissertation, do not copy it from elsewhere. Collusion It is permissible to work with other students on the exercise sheets handed out by the lecturers. Just copying someone else's solution is not permitted. Examinations You may not cheat by taking any written or electronic material into exams. If you are dealing with difficult circumstances, such as illness or bereavement, do not try to rush your work or hand in something which may be in breach of the rules. Instead you should seek confidential advice from the Student Life Centre: The full University rules on academic misconduct are set out in the Examination and Assessment Handbook available at: 11

12 3.2 Referencing These are some useful websites and places to go to for advice on how to reference essays and dissertations: S3 website on referencing You can get some resources and information on how to reference properly on the S3 website: infosuss The library offers a Study Direct site which gives advice and guidance on searching, finding resources, using reading lists and referencing correctly to avoid plagiarism: Student Services Support Unit Students Services Support runs workshops every term on study skills for students who know how to reference and want to check the formatting styles. E: studentsupport@sussex.ac.uk T: Academic Development Support The Sussex Centre for Language Studies runs free English Language and Study Skills Support sessions for International students, including subjects such as note-taking, summarising and paraphrasing, structuring an essay, understanding and writing essay titles, paragraphing, referencing and writing a bibliography, introductions and conclusions and advanced language skills. They can also offer support with academic cultural differences, learning styles, what is meant by plagiarism, argument and critical analysis, as well as looking at English for academic purposes. This support is available free of charge to all full-time international/overseas students completing a full degree where English is a second or additional language. 12

13 4. Contacts 4.1 Mathematics Department Contact details Office hours Please note, that all lecturers hold office hours for students. We strongly encourage you to use this as an opportunity to visit them in case you have any questions or concerns with regards to your course or modules. You can check a lecturer s office hours in Sussex Direct by going into the lecturer s page, or else contacting them by phone or . Key Contacts Head of School Head of Department Director of Student Experience Examination Board Chair Deputy Exam Board Chair (Maths) Senior Tutors Careers Tutor Prof Peter Coles Prof Enrico Scalas Dr Barry Garraway Prof Peter Coles Dr Qi Tang Prof James Hirschfeld Dr Istvan Kiss Faculty list with contact details (all rooms located in Pevensey II/III buildings) NAME LOCATION TEL Becker, Dr Carole 5C12 c.s.becker@sussex.ac.uk 7220 Blyuss, Dr Konstantin 5C9 k.blyuss@sussex.ac.uk 2878 Cagnetti, Dr Filippo 5C13 F.Cagnetti@sussex.ac.uk 8311 Chlebik, Dr Miroslav 5C3 m.chlebik@sussex.ac.uk 7446 Dashti, Dr Masoumeh 5C10 m.dashti@sussex.ac.uk 2648 During, Dr Bertram 5C8 b.during@sussex.ac.uk 3591 Fenn, Dr Roger 5C12 r.a.fenn@sussex.ac.uk 7439 Georgiou, Dr Nicos 5C15a n.georgiou@sussex.ac.uk 6642 Giesl, Dr Peter 5C1 p.a.giesl@sussex.ac.uk 7442 Haigh, Dr John 5C21 j.haigh@sussex.ac.uk 8104 Hirschfeld, Prof James 5A42A jwph@sussex.ac.uk 8080 Jensen, Dr Max 5C20 M.Jensen@sussex.ac.uk 8365 Kiss, Dr Istvan 5C6 i.z.kiss@sussex.ac.uk 3021 Koch, Dr Gabriel 5C5 g.koch@sussex.ac.uk 3076 Kyrychko, Dr Yuliya 5C18 y.kyrychko@sussex.ac.uk 2884 Lakkis, Dr Omar 5C2 o.lakkis@sussex.ac.uk 7434 Luther, Dr Roger 5C19 r.m.luther@sussex.ac.uk 3602 Madzvamuse, Dr Anotida 5C15 a.madzvamuse@sussex.ac.uk 3529 Makridakis, Prof Babis 5C24 C.Makridakis@sussex.ac.uk

14 Melgaard, Prof Michael 5C Palombaro, Dr Mariapia 5C14a 6812 Robinson, Dr Derek 5C Scalas, Prof Enrico 5C Strauss, Dr Michael 5C Styles, Dr Vanessa 5A Taheri, Dr Ali 5C Tang, Dr Qi 5C Taylor, Dr Michael 4C Tsagkarogiannis, Dr Dimitrios 5C Zarnescu, Dr Arghir 5C Note that this list is as accurate as possible at the time of producing this booklet, but it might change over time. Please refer to the university contacts website for up-to-date details: 14

15 5. Frequently Asked Questions 5.1 Module Changes If you wish to change one of your option modules you can do so by filling in a change of module form from the MPS School Office. Requests for module changes are dealt within 48 hours and published on to your Sussex Direct page. Please note that we cannot guarantee the requested change as we need to check on group sizes and availability first. *Note: You will not be able to change modules after Week 2 of the term in which the module is given. If you miss any assessments as a result of changing modules, you will receive zero marks for these assessments. 5.2 Course Transfers If you wish to transfer to another course you must fill in the PGT Transfer of Course form: Send the completed form to Miss Jane Burton in the Student Systems and Records Office. You will need the approval and signature from your course convenor for your application to be considered. Once the transfer has been submitted you will receive an confirmation to let you know whether or not it has been approved. NOTE: The closing date for transfers is the end of week 2 in the autumn and spring terms. Note that we do not allow transfers during the summer term. 5.3 Finding out about your Marks You can check your module progress and results in Sussex Direct. Just log in and click on the Study tab and choose Module Results and Feedback from drop down menu: Confirmation of Study Letters If you require a To Whom It May Concern (T.W.I.M.C.) letters for Council Tax, bank, estate agents, private fee sponsors, visas, etc., you will need to make a request to the Student Systems and Records Office in Sussex House. You can also request a letter using the online request forms, please see their website for more details: Please ensure you take your registration card with you when you collect the letter. 5.5 Council Tax Full-Time students are exempt from paying Council Tax. Please refer to the Student Systems and Records Office pages for more details: You can apply for council tax exemption letters by selecting option 6 on the online letter request form: 15

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