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Mathematical and Computational Finance Institution: University of Oxford Faculty: Mathematical, Physical and Life Sciences Division Department: Mathematics Level: Postgraduate Study modes: Full time Course content: Course includes: core modules: review of relevant PDE theory; revioew of relevant probability theory; introduction to time series analysis; introduction to Matlab; practical stochastic calculus; stochastic calculus and martingales 1; asset pricing and portfolio theory; finanical derivatives 1; numerical analysis 1; C++ course; stochastic calculus and martingales 2; financial derivatives 2; numerical analysis 2; incomplete markets and stochastic control; options: levy processess and applications in finance; credit derivatives; energy and commodity markets; stochastic calculus and martingales 3; optimisation in finance; econophysics; advanced fixed income; numerically intensive computing for finance. Contact name: Graduate Admissions Office Contact telephone: 01865 270059 Contact e-mail: graduate.admissions@admin.ox.ac.uk Contact name: Administrator Contact telephone: Contact e-mail: graduate.studies@maths.ox.ac.uk Web: www.ox.ac.uk |