Courses offered in Oct-Dec 2017:
MF23 Advanced Probability Theory
MF21 A Unified Approach to Quadrature Pricing in Equity Derivatives Models: Theory and Practice
Courses offered in Jan-Mar 2018:
MF9 Introduction to Markov Process and their Applications
MF12 Incomplete Markets
MF26 Commodities Derivatives
MF4 Portfolio Optimisation
MF0 Stochastic integrals: an introduction to the Itō calculus
In general, each course will be given at the lecturer's home college. A mixture of long and short courses is offered. The duration of long courses is typically 20-30 hours across eight to ten weeks. The duration of short courses is 8-15 hours across four or five weeks (not necessarily consecutive).
Please note that this information is subject to further confirmation, and some changes to the 2016-17 course programme may occur. These courses do not provide credit towards a degree or diploma.
To get registered and To be on the mailing list for course announcements, follow the instructions on the Registration