Compulsory: probability theory; stochastic calculus; derivatives pricing; quantitative and numerical methods; structuring products; volatility analysis; modelling of credit, equity, foreign exchange and interest rate derivatives; training in C++ and other programming tools; options: risk analysis; portfolio management; designing trading strategies; econometric analysis.
Вступительные требования
Minimum 2.1 degree or the equivalent from an overseas institution; mathematical and engineering degrees are preferred; applicants must have quantitative discipline; applicants must have a very good existing level of numeracy; GMAT may be required.
Форма обучен.
Начало
Продолж.
Форма обучен.Дневное
Началоn/a
Продолж.Кол-во мес: 9
This degree aims to develop practical and quantitative skills for better pricing and better hedging models for all complex products.