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Financial Engineering in Interest Rates and FX City St George's, University of London

Highlights
Tuition fee
920 GBP / full
920 GBP / full
Unknown
Tuition fee
920 GBP / full
920 GBP / full
Unknown
Duration
1 months
Duration
1 months
Apply date
Unknown
Apply date
Unknown
Start date
Unknown
Start date
Unknown
Taught in
English
Taught in
English

About

In the Financial Engineering in Interest Rates and FX  course ooffered by City St George's, University of London, you'll study quantitative finance and you’ll develop your knowledge of the most widely used models in the banking industry, particularly in relation to the interest rate and FX markets.

Overview

What you will study

  • In the Financial Engineering in Interest Rates and FX course ooffered by City St George's, University of London, you'll learn from a highly experienced banking practitioner to prepare for the next steps in your finance career. 
  • You’ll also develop your knowledge of the C++ programming language.
  • Study quantitative finance online and you’ll learn the most important concepts in financial engineering from an expert with over 12 years of experience in the banking industry. A solid grounding in quantitative finance and the ability to use C++ will allow you to take the next steps in your banking career.

Programme Structure

The program focuses on:

  • Binomial Pricer
  • Cox-Ross-Rubinstein Procedure for Binomial Model Pricing
  • Functions, Pointers, Function Pointers
  • Class Templates
  • Monte-Carlo Methods
  • Path-dependent Options
  • Pricing Error
  • Greek Parameters
  • Computing implied volatility

Key information

Duration

  • Part-time
    • 1 months

Start dates & application deadlines

Language

English

Delivered

Online

Campus Location

  • London, United Kingdom

What students do after studying

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Academic requirements

We are not aware of any specific GRE, GMAT or GPA grading score requirements for this programme.

English requirements

We are not aware of any English requirements for this programme.

Other requirements

General requirements

  • You need some prior knowledge of financial engineering as well as strong mathematical skills, to succeed on this course.
  • You should also be able to implement object-oriented concepts in C++ at a ‘schoolbook’ level
  • It’s the ideal way into roles such as quantitative analyst, market risk manager or market risk model methodology manager.
  • You will need fluent spoken and written English to enrol on this course.

Tuition Fees

Tuition fees are shown in and the most likely applicable fee is shown based on your nationality.
  • International

    Non-residents
    920 GBP / full
    920 GBP / full
  • Domestic

    Citizens or residents
    920 GBP / full
    920 GBP / full

Funding

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Our partners

Financial Engineering in Interest Rates and FX
City St George's, University of London
Financial Engineering in Interest Rates and FX
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City St George's, University of London

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