Mathematical Finance Short Courses

What are short courses?

Advanced modules of the MSc in Mathematical Finance are available as 'short courses' to those not registered on this programme.  Each of the advanced modules explores a key area in contemporary Mathematical Finance.  

No proof of qualification is required to attend an advanced  module as a short course but, to benefit fully, short course students should have background knowledge in mathematical finance such as that covered in the core modules of the MSc. "Short course" students are not assessed.  At the end of the module they are issued with a certificate of attendance.

PDF icon Short courses_leaflet.pdf

The programme of advanced modules is published during the summer each year.  Please note however, that the content of the modules is subject to small change.

Short Courses Fees and Registration

Advanced Modelling Topics 1

The next course will take place: Tuesday 18 - Friday 21 September 2018

 

Syllabus

  • Asymptotic methods: examples of regular perturbation, singular perturbation, multiple scales and matched asymptotic expansion methods

Advanced Numerical Methods

The next course will take place: Tuesday 27 - Friday 30 November 2018

 

Advanced Modelling Topics 2

The next course will take place: Tuesday 19 - Friday 22 February 2019

 

Quantitative Risk Management

The next course will take place: Tuesday 23 - Friday 26 April 2019