19 July 2019
Explore the role of mathematics in modern financial markets!
This course is devoted to the study of how financial markets operate. It concentrates on mathematical models of loans, stocks prices and option pricing in the discrete and continuous time context.
You will be introduced to a range of basic concepts and assumptions which are central to financial mathematics, such as viability, completeness, the arbitrage principle, self-financing and replication.
This course is ideal for Mathematics students who have completed first or second year of their studies with no knowledge of Finance or Financial Mathematics.
This course will be taught by lectures, seminars and Scale-up workshops, and will be problem-solving based. You will work both individually and in groups to solve problems and present your solutions. Assessment is by group presentation and a multiple-choice examination paper.
10 UK Credits / 5 ECTS
GBP 1100: A 10% early-bird discount is available on this tuition fee for students who apply and pay by 31st March 2019.
GBP 350: On-campus accommodation for two-weeks.