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Overview
What you will study
In the Financial Engineering in Interest Rates and FX course ooffered by City, 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
- Classes, Inheritance, Virtual Functions
- American Options
- Multiple Inheritance
- Virtual Inheritance
- Class Templates
- Monte-Carlo Methods
- Path-dependent Options
- Pricing Error
- Greek Parameters
- Variance Reduction
- Path-dependent Basket Options
- Non-linear solvers
- Implied volatility
- Bisection method
- Newton-Raphson method
- Function pointers
- Virtual inheritance
- Computing implied volatility
Key information
Duration
- Part-time
- 2 months
Start dates & application deadlines
- Starting
- Apply before
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- Starting
- Apply before
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Language
English
Delivered
Online
Disciplines
Financial Technology View 5 other Short Courses in Financial Technology in United KingdomAcademic 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 Fee
To always see correct tuition fees
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International
920 GBP/fullTuition FeeBased on the tuition of 920 GBP for the full programme during 2 months. -
National
920 GBP/fullTuition FeeBased on the tuition of 920 GBP for the full programme during 2 months.
Funding
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