APP MTH 7044 - Applied Mathematics Topic C
North Terrace Campus - Semester 1 - 2016
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General Course Information
Course Details
Course Code APP MTH 7044 Course Applied Mathematics Topic C Coordinating Unit Mathematical Sciences Term Semester 1 Level Postgraduate Coursework Location/s North Terrace Campus Units 3 Available for Study Abroad and Exchange Y Assessment Ongoing assessment 30%, Exam 70% Course Staff
Course Coordinator: Dr Giang Nguyen
Course Timetable
The full timetable of all activities for this course can be accessed from Course Planner.
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Learning Outcomes
Course Learning Outcomes
In 2016, the topic of this course will be Advanced Stochastic Processes.
Syllabus
Randomness is an important factor in modelling and analyzing various real-life situations. This course covers some key topics in continuous-time stochastic processes: measure-theoretic probability, filtration, martingales, Brownian motions, Ito integrals, and applications to finance.
Learning Outcomes
On successful completion of this course, students will be able to
1. explain the basics of measure-theoremetic probability
2. demonstrate key properties of Brownian motions
3. gain a better appreciation for the roles of stochastic processes, such as Brownian motions and diffusions, in a variety of applications
4. explain the important role of Ito calculus to finance
5. explain the concept of convergence of random variables
6. gain important problem-solving skills, especially in the context of stochastic modelling
7. analyse, intepret, and predict the evolution of continuous-time stochastic processes
8. present analyses and intepretations in written form
University Graduate Attributes
This course will provide students with an opportunity to develop the Graduate Attribute(s) specified below:
University Graduate Attribute Course Learning Outcome(s) Deep discipline knowledge
- informed and infused by cutting edge research, scaffolded throughout their program of studies
- acquired from personal interaction with research active educators, from year 1
- accredited or validated against national or international standards (for relevant programs)
all Critical thinking and problem solving
- steeped in research methods and rigor
- based on empirical evidence and the scientific approach to knowledge development
- demonstrated through appropriate and relevant assessment
all Teamwork and communication skills
- developed from, with, and via the SGDE
- honed through assessment and practice throughout the program of studies
- encouraged and valued in all aspects of learning
1,3 Career and leadership readiness
- technology savvy
- professional and, where relevant, fully accredited
- forward thinking and well informed
- tested and validated by work based experiences
1,3 Self-awareness and emotional intelligence
- a capacity for self-reflection and a willingness to engage in self-appraisal
- open to objective and constructive feedback from supervisors and peers
- able to negotiate difficult social situations, defuse conflict and engage positively in purposeful debate
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Learning Resources
Required Resources
None.Recommended Resources
1. M. Harrison, Brownian motion and stochastic flow systems, John Wiley & Sons, 1985.
2. T. Mikosch, Elementary Stochastic Calculus, World Scientific, 2002. -
Learning & Teaching Activities
Learning & Teaching Modes
This course relies on lectures as the primary delivery mechanism for the material. Four written assignments will help students to gauge their progress and understanding of the course.Workload
The information below is provided as a guide to assist students in engaging appropriately with the course requirements.
Activity Quantity Workload Hours Lectures 30 90 Assignments 4 68 Total 158 Learning Activities Summary
Lecture Outline
Week 1 Measure-theoretic Probability Week 2 Measure-theoretic Probability Week 3 Measure-theoretic Probability Week 4 Modes of Convergence Week 5 Brownian Motion Week 6 Brownian Motion Week 7 Filtrations, Conditional Probability Week 8 Martingales Week 9 Diffusions Week 10 Diffusions Week 11 Stochastic Calculus Week 12 Stochastic Calculus -
Assessment
The University's policy on Assessment for Coursework Programs is based on the following four principles:
- Assessment must encourage and reinforce learning.
- Assessment must enable robust and fair judgements about student performance.
- Assessment practices must be fair and equitable to students and give them the opportunity to demonstrate what they have learned.
- Assessment must maintain academic standards.
Assessment Summary
Component Weighting Objective Assessed Exam 70% all Assignments 30% all Assessment Detail
There will be four assignments worth 30% of the total mark. The remaining 70% will come from the exam.Submission
Assignments must be handed in person to the lecturer or submitted in the assigned assignment box if they are to be marked.Course Grading
Grades for your performance in this course will be awarded in accordance with the following scheme:
M10 (Coursework Mark Scheme) Grade Mark Description FNS Fail No Submission F 1-49 Fail P 50-64 Pass C 65-74 Credit D 75-84 Distinction HD 85-100 High Distinction CN Continuing NFE No Formal Examination RP Result Pending Further details of the grades/results can be obtained from Examinations.
Grade Descriptors are available which provide a general guide to the standard of work that is expected at each grade level. More information at Assessment for Coursework Programs.
Final results for this course will be made available through Access Adelaide.
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Student Feedback
The University places a high priority on approaches to learning and teaching that enhance the student experience. Feedback is sought from students in a variety of ways including on-going engagement with staff, the use of online discussion boards and the use of Student Experience of Learning and Teaching (SELT) surveys as well as GOS surveys and Program reviews.
SELTs are an important source of information to inform individual teaching practice, decisions about teaching duties, and course and program curriculum design. They enable the University to assess how effectively its learning environments and teaching practices facilitate student engagement and learning outcomes. Under the current SELT Policy (http://www.adelaide.edu.au/policies/101/) course SELTs are mandated and must be conducted at the conclusion of each term/semester/trimester for every course offering. Feedback on issues raised through course SELT surveys is made available to enrolled students through various resources (e.g. MyUni). In addition aggregated course SELT data is available.
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Student Support
- Academic Integrity for Students
- Academic Support with Maths
- Academic Support with writing and study skills
- Careers Services
- International Student Support
- Library Services for Students
- LinkedIn Learning
- Student Life Counselling Support - Personal counselling for issues affecting study
- Students with a Disability - Alternative academic arrangements
- YouX Student Care - Advocacy, confidential counselling, welfare support and advice
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Policies & Guidelines
This section contains links to relevant assessment-related policies and guidelines - all university policies.
- Academic Credit Arrangements Policy
- Academic Integrity Policy
- Academic Progress by Coursework Students Policy
- Assessment for Coursework Programs Policy
- Copyright Compliance Policy
- Coursework Academic Programs Policy
- Elder Conservatorium of Music Noise Management Plan
- Intellectual Property Policy
- IT Acceptable Use and Security Policy
- Modified Arrangements for Coursework Assessment Policy
- Reasonable Adjustments to Learning, Teaching & Assessment for Students with a Disability Policy
- Student Experience of Learning and Teaching Policy
- Student Grievance Resolution Process
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Fraud Awareness
Students are reminded that in order to maintain the academic integrity of all programs and courses, the university has a zero-tolerance approach to students offering money or significant value goods or services to any staff member who is involved in their teaching or assessment. Students offering lecturers or tutors or professional staff anything more than a small token of appreciation is totally unacceptable, in any circumstances. Staff members are obliged to report all such incidents to their supervisor/manager, who will refer them for action under the university's student’s disciplinary procedures.
The University of Adelaide is committed to regular reviews of the courses and programs it offers to students. The University of Adelaide therefore reserves the right to discontinue or vary programs and courses without notice. Please read the important information contained in the disclaimer.
