Financial Economics Preparatory Course
This information is for the 2018/19 session.
Mr Karamfil Todorov
This course is compulsory on the MSc in Finance and Economics. This course is not available as an outside option.
The aim of this course is to supplement the Economics pre-sessional course and provide students with the essential quantitative methods for the core Finance course FM436. The course will introduce foundational material essential to the study of both asset pricing in continuous time and corporate finance theory.
30 hours of lectures in the MT.
Mikosch, Elementary Stochastic Calculus (1998), World Scientific; Shreve, Stochastic Calculus for Finance I, II
No formal assessment. Students will sit a mock exam based upon the material to aid learning.
Total students 2017/18: 50
Average class size 2017/18: Unavailable
Controlled access 2017/18: No
Value: Non-credit bearing
Personal development skills
- Application of numeracy skills