Birmingham, United Kingdom

Mathematical Finance and Financial Time Series Analysis

when 19 July 2021 - 6 August 2021
language English
duration 3 weeks
credits 10 EC
fee GBP 2750

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®.

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:

• Demonstrate strong analytical skills in the mathematical finance
• Demonstrate knowledge of theoretical and empirical methods involved in analysing real-world data
• Evaluate differences in types of models, and demonstrate an understanding of the power and limitations of applied statistical analysis
• Gain hands-on experience in using computing programs

Credits info

10 EC
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 2750: The fee includes all tuition fees, including assessment (where applicable), self-catering accommodation, and a programme of social events.

Partner Discount: Students registered at one of our partner institutions will receive a discount of £150.
Students who apply before the early application deadline 7th March 2021 will be eligible for an additional discount of £150.
Students registered for full-time programmes at one of our Universitas 21 partner universities are eligible for a discount of £250 (please note that this may not be used in conjunction with the Partner Discount).