Location
United Kingdom
Study Format
Online
Course language
English
Study Fields
Mathematics, Finance
Duration
4 Months
Academic pace
Part-time
Degree
Courses
Tuition Fee
Request info
Location
United Kingdom
Study Format
Online
Course language
English
Study Fields
Mathematics, Finance
Duration
4 Months
Academic pace
Part-time
Degree
Courses
Tuition Fee
Request info
The courses are based on 8 books from the "Mastering Mathematical Finance" (MMF) series published by Cambridge University Press. There are 8 individual courses - each covering the contents of one of the books.
Delivery is by means of one-to-one tutorials conducted via Skype by the authors and editors of the series, and regular coursework.
The courses are designed to meet the continuing professional development and training needs of:
(Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consolidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500)
This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online.
Founded on principles of excellence, equality and opportunity for all, the University of York opened in 1963 with just 230 students. Since then we have become one of the world's leading universities, carving out a reputation as an academic powerhouse where a clear focus on excellence has secured national and international recognition alongside longer-established institutions.
A member of the elite Russell Group of universities , we are a dynamic, research-intensive university committed to the development of life-saving discoveries and new technologies to tackle some of the most pressing global challenges.
There are now over 30 academic departments and research centres and the student body has expanded to nearly 16,000.
Located within walking distance of York city centre, our safe and attractive Heslington campus is home to our nine colleges and most of our departments. We also have several departments located in the city centre at the historic King's Manor.
In recent years, our £750m campus expansion has seen the opening of seven new buildings, increasing our capacity for student numbers and providing more world-class facilities for the 21st century. Sustainability plays a key role in this ambitious development.
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