United Kingdom, Birmingham

Mathematical Finance and Financial Time Series Analysis

when 16 July 2018 - 3 August 2018
language English
duration 3 weeks
credits 10 ECTS
fee GBP 2500

The Programme covers the fundamental knowledge in financial engineering, which is a highly specialised and rapidly growing area. You will be able to explore the computational skills as well as the underlying mathematical and statistical theory to prepare for a career on the computational end of quantitative finance. The program is both technical and pragmatic. In Mathematical Finance, you will first learn to examine the financial derivatives using a continuous-time approach, then analyse a range of discrete time financial models and investment models. In the 3rd week of the program, you will start the econometric modelling of financial time series. You will learn various methods of fitting linear and non-linear models to time series data, statistical validation and their use such as forecasting and simulation u sing the statistical package SAS®.

There is also a social programme which will allow for a more informal experience of British culture and to interact with other students from different cultures.

Target group

The Programme is ideal for students based overseas who would like to experience studying abroad and also gain a valuable insight into the fascinating yet challenging field of quantitative finance.

Course aim

On completion of the programme you will have been given an opportunity to:

1. acquire knowledge and problem-solving abilities in new or unfamiliar environments within broader contexts;
2. communicate conclusions and the knowledge and rationale underpinning these, to specialist and non-specialist audiences, clearly and unambiguously;
3. demonstrate the ability to work professionally with a considerable degree of independence.

Credits info

10 ECTS
This is a three week programme and is equivalent to an accredited undergraduate course (20 UK credits) and is delivered by University faculty who are experts in their field.

Fee info

GBP 2500: The fee includes all tuition fees, including assessment (where applicable), self-catering accommodation, and a programme of social events.

Partner Discounts: Students registered at one of our partner institutions will receive a discount of £150.
Students who apply before the early application deadline 20th March 2018 will be eligible for an additional discount of £150. Further discounts for Universitas 21 partners are also available.