Postgraduate Course: Financial Model Building (MATH11051)
Course Outline
School | School of Mathematics |
College | College of Science and Engineering |
Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
SCQF Credits | 5 |
ECTS Credits | 2.5 |
Summary | Building and implementing accurate financial models requires a comprehensive understanding of the assets being modelled and the generally accepted mathematical frameworks used for valuation. This course gives a practical overview of Fixed Income markets, current pricing conventions, the most common pricing algorithms and an introduction to some interest rate and credit derivative products. |
Course description |
Not entered
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Entry Requirements (not applicable to Visiting Students)
Pre-requisites |
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Co-requisites | |
Prohibited Combinations | |
Other requirements | None |
Course Delivery Information
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Academic year 2015/16, Available to all students (SV1)
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Quota: None |
Course Start |
Semester 2 |
Timetable |
Timetable |
Learning and Teaching activities (Further Info) |
Total Hours:
50
(
Lecture Hours 10,
Seminar/Tutorial Hours 12,
Programme Level Learning and Teaching Hours 1,
Directed Learning and Independent Learning Hours
27 )
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Assessment (Further Info) |
Written Exam
0 %,
Coursework
100 %,
Practical Exam
0 %
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Additional Information (Assessment) |
See 'Breakdown of Assessment Methods' and 'Additional Notes' above. |
Feedback |
Not entered |
No Exam Information |
Learning Outcomes
1. Knowledge of fixed income assets, derivatives and market conventions.
2. Ability to apply interest rate calculations to fixed income products.
3. Understanding of modelling requirements for pricing and analysing fixed income assets.
4. Understanding of yield curve concepts and modelling frameworks.
5. Understanding of recovery modelling frameworks.
6. Understanding of credit modelling frameworks.
7. Understanding of liquidity modelling frameworks.
8. Ability to implement financial models.
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Additional Information
Graduate Attributes and Skills |
Not entered |
Keywords | FMB |
Contacts
Course organiser | Dr Julian Hall
Tel: (0131 6)50 5075
Email: |
Course secretary | Mrs Frances Reid
Tel: (0131 6)50 4883
Email: |
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© Copyright 2015 The University of Edinburgh - 27 July 2015 11:35 am
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