Postgraduate Course: Financial Model Building (MATH11051)
|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
|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.
Entry Requirements (not applicable to Visiting Students)
||Other requirements|| None
Course Delivery Information
|Not being delivered|
| 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.
|Graduate Attributes and Skills
|Course organiser||Dr Julian Hall
Tel: (0131 6)50 5075
|Course secretary||Mrs Frances Reid
Tel: (0131 6)50 4883