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Mathematics of Financial Markets

This module gives you the mathematical and qualitative tools to analyse modern financial markets, helping you develop strategies for market participants.

It will introduce you to a range of derivatives and market behaviour. We take a distinctly mathematical and computational approach, leading you to understand how financial markets work well enough to analyse, evaluate and implement investment decisions involving financial instruments.

Topics covered

  • Introduction to Markets
  • Futures Markets
  • Hedging Strategies 1
  • Hedging Strategies 2
  • Interest Rates
  • Determination of Futures and Forwards Prices
  • Mechanics of Financial Markets
  • Stock Options
  • Trading Strategies 1
  • Trading Strategies 2

Credits

15 (150 hours)

Assessment

  • Summative coursework (30%)
  • Written examination (70%)