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Online Courses in Financial Mathematics in United Kingdom 2021/2022

  Certain mathematical subjects, such as statistics and linear algebra, are effective in the analysis of the behavior of markets. Economists, bankers and business consultants would all benefit from applying themselves to a detailed study of these concepts in a financial mathematics program.Distance education or distance learning is a way of delivering education and instruction, often on an in… Read more

Certain mathematical subjects, such as statistics and linear algebra, are effective in the analysis of the behavior of markets. Economists, bankers and business consultants would all benefit from applying themselves to a detailed study of these concepts in a financial mathematics program.

Distance education or distance learning is a way of delivering education and instruction, often on an individual basis, to students who are not physically present on campus.

Online Course in Financial Mathematics in United Kingdom

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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