M5: Advanced Modelling Topics 1 - 2012

Please note that in exceptional circumstances it may be necessary to cancel or alter a particular lecture, so that these details are subject to small variation.

Syllabus

• Asymptotic methods
• VIX and related volatility products
• Time series analysis of financial data
• Hybrid interest rate products: implementation and calibration

Timetable

Course Materials

Course Materials are only available to those registered to attend.