Financial Engineering in Interest Rates and FX (C++ applications in Quantitative Finance)

Attendance

Online

Posted on

Type

Online courses

Fees

Regular fees: 890 GBP

Taught by an industry professional, this short course provides you with the high level knowledge you will need for a career in quantitative finance.

Why choose this course?

This high level quantitative finance short course is aimed at those working in Finance or considering a Masters in Finance degree.

The course provides a thoroughly comprehensive overview of the subject from an industry expert; as you learn the most widely used models in the banking industry on the Interest Rates and FX markets.

The course is aimed at those with some knowledge of financial engineering with strong mathematical skills. You should be able to implement object-oriented concepts in C++ at a 'schoolbook' level.

The course takes place in our central London location, taught over 10 weeks in the evenings, allowing you to continue with full-time employment.

Course overview

In this Financial Engineering in Interest Rates and FX (C++ applications in Quantitative Finance) evening course you will learn the most widely used models in the banking industry on the Interest Rates and FX markets.

The short course will start with Libor Market Model for single and Multi-Currency models, then move to Markov Functional Models, the ShortRate Models and then volatility models like SABR models, inflation, etc.

More Information

Posted on

Type

Online courses

Fees

Regular fees: 890 GBP

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Northampton Square

EC1V 0HB London , United Kingdom