Please note that the dates for any given module on this webpage may be provisional until a month before the start of that module.

Modules 5-8 are Advanced Modules and can be attended as short courses on a stand-alone basis.

Module assignment deadlines are relevant only to students on the Diploma/MSc courses.

Module 1 Mathematical and Technical Prerequisites

9-13 January 2012

 

  Deadline for assignment: 13 February 2012 at 12 Noon  
Module 7  Quantitative Risk Management

8-10 & 12 March 2012

 

  Deadline for assignment: 16 April 2012 at 12 Noon  
Module 2  Black Scholes Theory

12-16 March 2012

 

  Deadline for assignment: 16 April 2012 at 12 Noon  
Module 8  Advanced Modelling Topics 2 (Credit, Energy, More Interest Rates)

17-20 April 2012

 

  Deadline for assignment: 21 May 2012 at 12 Noon
Module 3  Extensions of the Black Scholes Framework

23-27 April 2012

 

  Deadline for assignment: 28 May 2012 at 12 Noon  
Module 4

Exotic Options and Advanced Modelling Techniques

25-29 June 2012

 

Deadline for assignment: 30 July 2012 at 12 noon

 
Exams

17 September 2012

Module 5 Advanced Modelling Topics 1 (Equity, FX, Interest Rates)

 

18-21 September 2012

 

  Deadline for assignment: 5 November 2012 at 12 noon  
Module 6 Advanced Numerical Methods

 

27 - 30 November 2012

 

  Deadline for assignment: 14 January 2013 at 12 noon