Course Details in

Module Title	LM Exotic Options, Bonds and Further Quantitive Finance
School	Mathematics
Department	Mathematics
Module Code	06 23064
Module Lead	Dr. D. M. Leppinen
Level	Masters Level
Credits	10
Semester	Semester 2
Pre-requisites
Co-requisites	LM Introduction to Quantitive Finance - (06 23063)
Restrictions	None
Exclusions
Description	A range of discrete time financial models will be analysed. This will include mainly (but not exclusively) the return of assets and their volatility, two-asset and multi-asset portfolio optimisation and various investment models such as options, futures and bonds.
Learning Outcomes	By the end of the module the student should be able to: Demonstrate an understanding of interest calculations, asset return and investment types such as bonds, futures and options, and of how investment portfolios of risky assets should be composed in order to obtain a desired return with minimum risk; Demonstrate a comprehensive knowledge beyond the taught syllabus from personal exploration of the subject.
Assessment	23064-01 : Raw Module Mark : Coursework (100%)
Assessment Methods & Exceptions	Continuous assessment by 10% coursework and/or class tests; 90% based on a 90 minute written examination in the summer term.
Other	None
Reading List