Key information
- Faculty
- Faculty of Engineering Sciences
- Teaching department
- Ïã¸ÛÁùºÏ²ÊÖÐÌØÍø School of Management
- Credit value
- 15
- Restrictions
-
This module is restricted to students on the MSc Finance programme (TMSFINSING01).
- Timetable
-
Alternative credit options
There are no alternative credit options available for this module.
The aim of this course is to develop student knowledge on advanced quantitative finance and, in particular, asset pricing theory, portfolio theory, and derivatives pricing, and corresponding quantitative applications. Topics covered include stochastic calculus for finance, advanced models of option pricing such as Black-Scholes, Monte Carlo simulation, and hedging strategies.
Module deliveries for 2024/25 academic year
Intended teaching term:
Term 2 ÌýÌýÌý
Postgraduate (FHEQ Level 7)
Teaching and assessment
- Mode of study
- In person
- Methods of assessment
-
80%
Exam
20%
Group activity
- Mark scheme
-
Numeric Marks
Other information
- Number of students on module in previous year
-
149
- Module leader
-
Dr Ming Yang
- Who to contact for more information
- mgmt-postgraduate@ucl.ac.uk
Last updated
This module description was last updated on 19th August 2024.
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