Paris, France
Leadership & Becoming
When:
11 July - 24 July 2025
Credits:
6 EC
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Business & Entrepreneurship
When:
21 July - 08 August 2025
School:
Institution:
UCL
City:
Country:
Language:
English
Credits:
7.5 EC
Fee:
2850 GBP
Quantitative Finance remains one of the fastest growing areas in modern finance. Alternative names are Financial Engineering, Mathematical Finance or Financial Mathematics. This is an application based course on the mathematical and computational aspects of derivative pricing. It lies at the heart of mathematics, computing, finance and economics. Both theory and numerical techniques will be presented, with computer simulations performed on MS Excel. If you are interested in technical finance and have wondered what Brownian Motion is, or how Monte Carlo methods are used to price options; then this module is precisely what you are looking for – covering Itô Calculus, Black-Scholes world and Monte Carlo simulations. This is not a theorem-proof based course, but all results will be derived.
Dr Alex Donov
This is a level three module (equivalent to third year undergraduate). In addition to the standard UCL Summer School entry criteria, applicants will be expected to have completed a minimum of two years of undergraduate study in maths, physics, engineering or mathematical economics at the time of joining the UCL Summer School
Upon successful completion of this module, students will:
Have gained an applied understanding of the global financial markets and some of the types of products that are traded in them
Feel confident when conversing with those from established economics and finance backgrounds. In particular it will assist with preparation for finance based job interviews as well as graduate applications to business schools.
Have received hands on approach to analysing stock price data and inferring statistical properties using computational methods.
Have formed an understanding of financial calculus and derivative pricing through lectures and problem sheets
Appreciate the power of simulation methods using the Monte Carlo framework to price a variety of options contracts.
Fee
2850 GBP, Students joining us for six weeks (two modules) will receive a tuition fee discount.
When:
21 July - 08 August 2025
School:
Institution:
UCL
Language:
English
Credits:
7.5 EC
Paris, France
When:
11 July - 24 July 2025
Credits:
6 EC
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Graz, Austria
When:
08 July - 11 July 2025
Credits:
3 EC
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Le Havre, France
When:
27 June - 10 July 2025
Credits:
6 EC
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