Economics for Financial Markets (Quantitative Finance)

University of London
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Students will need to complete all of the following courses in order to be able to complete the 48 units of this major:. Please disregard the following table.

MA in Quantitative Finance

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The level of mathematics is appropriate for third-year students with a solid quantitative background. Continuous-time stochastic processes and stochastic calculus will be introduced as we go.

Taylor & Francis Journals

Students will be expected to produce written work for classes and to make positive contributions to class discussion. J Danielsson, Financial Risk Forecasting: The Theory and Practice of Forecasting Market Risk will be the required textbook for the first half of the course; additional readings may be assigned as needed. For the second half of the course, there is no required textbook, but the following is an excellent reference: J Hull, Options, Futures, and Other Derivatives.

A representative list of topics covered includes: empirical properties of market prices fat tails, volatility clusters and forecasting of conditional volatility concepts of financial risk volatility, Value-at-Risk univariate and multivariate volatility models ARCH, GARCH implementation and evaluation of risk forecasts endogenous risk credit markets and liquidity Students apply the models to real financial data using Matlab, a programming environment widely used in industry and academia. Problem solving Application of numeracy skills Commercial awareness Specialist skills.

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zudisclohase.ga: Economics for Financial Markets (Quantitative Finance): Brian Kettell. Successful trading, speculating or simply making informed decisions about financial markets means it is essential to have a firm grasp of economics. Financial.

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Disciplinary-scientific area to which the learning activity belongs cfu? Credits Mathematics and Probability I. Laboratories Period? Learning activities Students can anticipate the following choices to the first year: Workshop in Quantitative Finance or Internship 6 ects They can also add, among the electives, the Internship 12 ects to their study plan in the first year.

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  • Learning Outcomes;