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Courses from University of Oxford CPD - Maths Finance

Advanced Black-Scholes Theory University of Oxford CPD - Maths Finance - 4 days - Intermediate - Public - £1250.00 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance We explain a variety of numerical methods, form basic concepts to sophisticated algorithms, and their practical implementation. Finite-difference methods Monte Carlo simulations Quasi-Monte Carlo meth... more information send enquiry
Advanced Black-Scholes Theory University of Oxford CPD - Maths Finance - 4 days - Intermediate - Public - £1250.00 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance Review of basic Black Scholes theory. Further exotic options: barrier options, asian options, lookbacks, basket options, volatility swaps and derivatives. Elementary numerical methods: explicit fini... more information send enquiry
Advanced Empirical Topics University of Oxford CPD - Maths Finance - 4 days - Advanced - Public - £1250.00 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance Jump diffusion: models incorporating unpredictable jumps. Energy derivatives: (synthetic) no-arbitrage approaches and maximisation of expected utility approaches. Modelling of commodity price proces... more information send enquiry
Advanced Interest Rate Modelling University of Oxford CPD - Maths Finance - 4 days - Advanced - Public - £2000.00 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance Advanced modelling, pricing, hedging, calibration and implementation of interest rate products. Overview and rational of the LIBOR market model, mathematical formulation Numerical techniques (tree a... more information send enquiry
Advanced Modelling Topics University of Oxford CPD - Maths Finance - 4 days - Intermediate - Public - £1250.00 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance Credit risk and credit derivatives: default risk, hazard rate, stochastic hazard rate, market process models for credit rating, hedging default risk. Value at Risk: variance-covariance method, delta-g... more information send enquiry
Diploma in Mathematical Finance University of Oxford CPD - Maths Finance - Advanced - Public - £12595.00 (includes materials, lunch, refreshments) Leads to qualification(s): Diploma of University of Oxford The Diploma covers the fundamental components of mathematical finance. Module 1 covers the mathematical foundations and each subsequent module covers a different area of finance in detail: An Introdu... more information send enquiry
High Performance Computing University of Oxford CPD - Maths Finance - 4 days - Advanced - Public - £2000 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance Gives theory and hands-on experience in parallel computing in finance. Hardware, software and algorithmic aspects of both shared-memory and distributed-memory parallel computing for Monte-Carlo and ... more information send enquiry
Modelling in Incomplete Markets and Credit Risk University of Oxford CPD - Maths Finance - 4 days - Advanced - Public - Price on application (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance. Incomplete markets, optimal investment, risk measures and their computation, credit risk. Credit risk/derivatives: markets, default risk, stochastic hazard rate, market process models, correlation p... more information send enquiry
Numerically Intensive Computing in Finance University of Oxford CPD - Maths Finance - 4 days - Advanced - Public - £1250.00 (includes materials, lunch, refreshments) Leads to qualification(s): certificate of attendance Monte-Carlo and black-Scholes financial applications. An overview of high performance computing. Processor technology. Memory hierarchy. Shared-memory multiprocessors. OpenMP multi-threaded compu... more information send enquiry