Financial Engineering in Interest Rates and FX (C++ Applications)

In this course students learn the most widely used models in the banking industry on the Interest Rates and FX markets. The 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. Course Information Start DateStart TimeDurationCostCourse CodeApply Wednesday 5 October 2016 18:30 - 20:30 10 weekly classes £850.00 CS3509 Apply Now Wednesday 18 January 2017 18:30 - 20:30 10 weekly classes £850.00 CS3509 Apply Now Wednesday 3 May 2017 18:30 - 20:30 10 weekly classes £850.00 CS3509 Apply Now Tutor Info Emiliano Papa received his PhD in Theoretical Physics from Oxford University. After that he spent 7 years at various academic research and lecturing positions at the University of Texas at Austin, UVA. Visiting scholar at Caltech, Brokhaven National Lab,etc. Currently he is a Director at Deutsche Bank, Heading the Rates and FX teams, having previously worked at Bank of America Merrill Lynch. Eligibility Prior knowledge required:ability to implement object-oriented concepts in C++ at a 'schoolbook' level (professional experience in C++  not required);strong mathematical skills;knowledge of financial engineering is expected. English Requirements Applicants must be proficient in written and spoken English.