Advanced Financial Mathematics

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  • Overview
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This two day Advanced Financial Mathematics course provides practical quantitative analysis skills for individual securities and portfolios. The course provides insights into the solution of practical issues in financial analysis and in implementing modern portfolio theory. With a strong emphasis on hands-on exercises and case studies, the course provides comprehensive coverage of advanced analytical techniques. Who should attend?

  • Financial analysts
  • Quantitative analysts
  • Fund managers
  • Risk managers
  • Corporate treasurers
  • Bond dealers and traders
  • Investors
  • New financial markets employees

Learning Objectives: At the end of the course delegates should have a broad understanding of the following subject areas:

  • Equity valuation models
  • Bond pricing models
  • Portfolio construction: optimisation techniques
  • Derivative pricing models
    • Black-Scholes
    • Binomial lattice
  • Security and portfolio performance analysis
  • Use of statistical models in security analysis and valuation
    • Normal distribution
    • Monte-Carlo
    • Value-at-Risk (VaR)
  • Introduction to forecasting models and econometrics

Contact us on +44 (0) 20 7776 7500 or email us at with any questions you may have and we will be happy to help you.

  • Prerequisites

The course requires a good working knowledge of basic applied financial mathematics and an understanding of the main security types.