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Online Courses in Financial Mathematics 2021/2022 in Europe

Courses are individual classes that can be taken at universities, colleges, junior colleges, and trade schools worldwide. For even greater flexibility, many schools also offer online classes. Students can take individual classes or pursue degree programs.Mathematics is a method of applying logical and quantitative analysis to natural and manmade phenomena. Programs in financial mathematics aim to… Read more

Courses are individual classes that can be taken at universities, colleges, junior colleges, and trade schools worldwide. For even greater flexibility, many schools also offer online classes. Students can take individual classes or pursue degree programs.

Mathematics is a method of applying logical and quantitative analysis to natural and manmade phenomena. Programs in financial mathematics aim to prepare students in the use of these investigative and predictive tools to analyze business trends.

While distance learning courses have due dates that must be met, there is a fabulous deal of compliance as to when you can carry out assignments when studying at a distance. With the online option, You could exit the discussion group as required to return to work and then join after work if needed. Distance learning courses can be taken in whatever place you have Internet access. You can even complete classes from the Internet lounge in any hotel around the world if you need a vacation.

Course Online in Financial Mathematics in Europe

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York, United Kingdom

Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of fi ... +

Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. -
Courses
Part-time
4 - 8 months
English
Online
 
York, United Kingdom

Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivale ... +

Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox–Ross–Rubinstein (CRR) binomial tree model. -
Courses
Part-time
4 - 8 months
English
Online
 
York, United Kingdom

It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming ... +

It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. -
Courses
Part-time
4 - 8 months
English
Online
 

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York, United Kingdom

The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required ... +

The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. -
Courses
Part-time
4 - 8 months
English
Online
 
York, United Kingdom

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently ... +

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. -
Courses
Part-time
4 - 8 months
English
Online
 
York, United Kingdom

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. ... +

Driven by concrete computational problems in quantitative finance, this book provides aspiring quant developers with the numerical techniques and programming skills they need. The authors start from scratch, so the reader does not need any previous experience of C++. -
Courses
Part-time
4 - 8 months
English
Online
 
York, United Kingdom

Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and car ... +

Stochastic Interest Rates covers practical topics such as calibration, numerical implementation and model limitations in detail. The authors provide numerous exercises and carefully chosen examples to help students acquire the necessary skills to deal with interest rate modelling in a real-world setting. -
Courses
Part-time
4 - 8 months
English
Online