Mastering Mathematical Finance Online Courses

Overview

What are the courses about?

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.

For more information about the MMF book series, see:

http://www.cambridge.org/gb/academic/subjects/mathematics/series/mastering-mathematical-finance

Who are the courses aimed at?

The courses are designed to meet the continuing professional development and training needs of:

  • Finance or IT professionals working in quantitative finance and risk management
  • Individuals seeking a career change, managers who need to keep abreast with progress in these fields
  • Prospective students who would like to prepare for entry to relevant postgraduate degree programmes

Pre-sessional course:

(Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consilidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500)

The 8 Course Titles:

>Probability for Finance

>Discrete Models of Financial Markets

>Portfolio Theory and Risk Management

>Stochastic Calculus for Finance

>The Black-Scholes Model

>Numerical Methods in Finance with C++

>Stochastic Interest Rates

>Credit Risk

Method of Delivery

• Each online course to be based on a book from the MMF series, with an additional set of exercises, and involves 10 rounds of activities culminating in 10 one-to-one online sessions. Each course takes aproximately 4 - 8 months to complete.

• Each of the 10 rounds consists of:

o self-study based on the book,
o problem solving: solutions submitted and marked electronically,
o model solutions to the problems attempted,
o written feedback on the work submitted,
o one-hour one-to-one online session via Skype with screen sharing, conducted by one of the authors of the MMF series, tailor-made for individual requirements, a combination of lectures and tutorials.

• Additionally, each module to provide:
o an online discussion forum,
o email support,
o final test.

• Induction meeting via Skype to cover technical matters before the start of the first module (including help in using the software needed for online delivery). Each student will need a decent internet connection (broadband standard), a Windows or Mac computer and a Skype account. There is some additional free software to install such as the LyX mathematical editor.

• Additional pre-sessional course available for delegates who need to revise or acquire relevant mathematical background.

List of Courses

Probability for Finance
Based on the book: E. Kopp, J. Malczak and T. Zastawniak, Probability for Finance, Cambridge University Press, 2013.


Discrete Models of Financial Markets
Based on the book: M. Capinski and E. Kopp, Discrete Models of Financial Markets, Cambridge University Press, 2012.


Portfolio Theory and Risk Management
Based on the book: M.J. Capinski and E. Kopp, Portfolio Theory and Risk Management, Cambridge University Press, 2014.


Stochastic Calculus for Finance
Based on the book: M. Capinski, E. Kopp and J. Traple, Stochastic Calculus for Finance, Cambridge University Press, 2012.


The Black-Scholes Model
Based on the book: M. Capinski and E. Kopp, The Black-Scholes Model, Cambridge University Press, 2012.


Numerical Methods in Finance with C++
Based on the book: M.J. Capinski and T. Zastawniak, Numerical Methods in Finance with C++, Cambridge University Press, 2012.


Stochastic Interest Rates
Based on the book: D. McInerney and T. Zastawniak, Stochastic Interest Rates, Cambridge University Press, 2016.


Credit Risk
Based on the book: M. Capinski and T. Zastawniak, Credit Risk, Cambridge University Press, 2016 (to appear).

Additionally:

Pre-sessional course "Mathematics for Quantitative Finance"

Costs:

The fee is £2500 for each module (10 hours of one-to-one online tutorials are included in the standard price).

A discount of £250 is offered for each additional module if more than one taken.

Additional hours of one-to-one online tutorials via Skype can be purchased for £200/hour.

 

Booking Information:

To book onto these courses please email:

Tomasz Zastawniak

or

maths-graduate-admissions@york.ac.uk

You will then be guided through the process (including an online interview via Skype)