- On this course you’ll put theory into practice by developing your numerical and computational skills to implement financial models. These are the skills you’ll need to work for a financial institution.
The course has an emphasis on:
- The modelling of the dynamics of financial assets, both in equity markets and in fixed-income markets
- The pricing and hedging of options and other derivatives
- The quantification and management of financial risk.
- The course will give you a balanced mixture of advanced mathematics (including modern probability theory and stochastic calculus), modern finance theory (including models for derivatives, interest rates, foreign exchange, equities, commodities, and credit), and computational technique (GPU-based high-performance computing).
- September 2024