CF966-7-PT-CO:
Financial Engineering and Risk Management
2021/22
Computational Finance and Economic Agents (Centre for)
Colchester Campus
Spring Special
Postgraduate: Level 7
Current
Monday 17 January 2022
Friday 01 July 2022
20
12 January 2022
Requisites for this module
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In this module the student having obtained the prerequisites in traditional topics in derivatives and asset pricing in earlier modules taken, will progress to advanced topics involving models for risk management and derivatives pricing.
Topics here include Computational Methods in Option Pricing, Interest Rate Models, Credit Risk Models, and a brief introduction to machine learning in finance.
The aims of this module are to apply derivatives and asset pricing from earlier modules and apply them to more advanced topics involving models, risk management, and derivative pricing.
At the completion of this course, students will have acquired knowledge of cutting edge theories and computational skill to enable them to solve problems in a real world situation.
No additional information available.
Lectures will be followed by a lab session where the ideas will be put into practice using Matlab.
This module does not appear to have a published bibliography for this year.
Assessment items, weightings and deadlines
| Coursework / exam |
Description |
Deadline |
Coursework weighting |
| Coursework |
Progress Test |
|
100% |
| Exam |
Main exam: 120 minutes during Early Exams
|
Exam format definitions
- Remote, open book: Your exam will take place remotely via an online learning platform. You may refer to any physical or electronic materials during the exam.
- In-person, open book: Your exam will take place on campus under invigilation. You may refer to any physical materials such as paper study notes or a textbook during the exam. Electronic devices may not be used in the exam.
- In-person, open book (restricted): The exam will take place on campus under invigilation. You may refer only to specific physical materials such as a named textbook during the exam. Permitted materials will be specified by your department. Electronic devices may not be used in the exam.
- In-person, closed book: The exam will take place on campus under invigilation. You may not refer to any physical materials or electronic devices during the exam. There may be times when a paper dictionary,
for example, may be permitted in an otherwise closed book exam. Any exceptions will be specified by your department.
Your department will provide further guidance before your exams.
Overall assessment
Reassessment
Module supervisor and teaching staff
Dr John O'Hara, email: johara@essex.ac.uk.
Dr John O'Hara, Dr Themistoklis Melissourgos
School Office, email: csee-schooloffice (non-Essex users should add @essex.ac.uk to create full e-mail address), Telephone 01206 872770
Yes
No
Yes
Dr Anna Jordanous
University of Kent
Senior Lecturer
Available via Moodle
Of 566 hours, 0 (0%) hours available to students:
566 hours not recorded due to service coverage or fault;
0 hours not recorded due to opt-out by lecturer(s).
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