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CQF Dates June 2010

All lectures take place from 6pm to 8:30pm London Time.

Session Date Day Laptop required Modular Assessment Title Lecturer
Session 1.1 30th June Wednesday Yes   The Random Behaviour of Assets Paul Wilmott
Session 1.2 6th July Tuesday     Calculus Refresher, Taylor Series and Transition Density
Functions
Paul Wilmott
Session 1.3 8th July Thursday     Methods for Quant Finance:I Riaz Ahmad
Session 1.4 12th July Monday     Stochastic Calculus and Itô’s Lemma Riaz Ahmad
Session 1.5 14th or 15th July* Wed or Thurs Yes *Due to technical restrictions delegate must register for one of these dates. Introductory Trading Simulator Alex Wirtz
Session 1.6 20th July Tuesday Yes   VB Workshop Mike Staunton
Session 1.7 22nd July Thursday Yes Module 1 exam distributed Simulating and Manipulating Stochastic Differential Equations Riaz Ahmad
Session 2.1 28th July Wednesday Yes   Portfolio Management Sebastien Lleo/Mike
Staunton
Session 2.2 3rd August Tuesday    Exam deadline Methods for Quant Finance: II Riaz Ahmad
Session 2.3 5th August Thursday     Products and Strategies Neil Graham
Session 2.4 10th August Tuesday Yes   Value at Risk and Volatility Andy Duncan
Session 2.5 12th August Thursday     Martingale Theory - Fundamentals Seb Lleo
Session 2.6 17th August Tuesday  Yes   Binomial Model Andy Duncan
Session 2.7 19th August Thursday   Module 2 exam distributed Fundamentals of Optimization and Application to Portfolio Selection Seb Lleo
Session 3.1 25th August Wednesday     Black-Scholes Model Seb Lleo
Session 3.2 31st August Tuesday   Exam deadline Advanced Greeks Espen Haug
Session 3.3 2nd September Thursday     Martingale Theory – Application to Option Pricing Seb Lleo
Session 3.4 7th or 8th September* Tues or Wed Yes *Due to technical restrictions delegates must register for one of these dates. Trading Simulator - Trading Equity Optins Alex Wirtz
Session 3.5 14th September Tuesday     Understanding Volatility Paul Wilmott
Session 3.6 16th September Thursday Yes   Monte Carlo and Finite Differences Paul Wilmott
Session 3.7 20th September Monday   Module 3 exam distributed Martingales and PDEs: Which, when and why Part I Seb Lleo
Session 4.1 22nd September Wednesday Yes   Fixed Income Products and Analysis Andy Duncan
Session 4.2 27th September Monday     Stochastic Interest Rate Modelling Riaz Ahmad
Session 4.3 29th September Wednesday     Calibration and data Analysis Paul Wilmott
  4th October Monday   Exam deadline    
Session 4.4 5th October Tuesday     Probabilistic methods for interest rates Seb Lleo
Session 4.5 7th October Thursday     Heath Jarrow and Morton Model Paul Wilmott
Session 4.6 13th October Wednesday   Module 4 exam distributed The Libor Market Model Peter Jaeckel
Session 5.1 20th October Wednesday     Introduction to Credit Derivatives Moorad Choudhry
Session 5.2 26th October Tuesday  Yes Exam deadline and Module 6 project distributed (NB deadline for project 17th Jan 2011) Structural Models Alonso Pena
Session 5.3 28th October Thursday  

 

Intensity Models SiYi Zhou
Session 5.4 2nd November Tuesday Yes   Credit Default Swaps Alonso Pena
Session 5.5 4th November Thursday Yes   Collateralized Debt Obligations SiYi Zhou
Session 5.6 10th November Wednesday   Module 5 exam distributed Advanced Credit Derivatives Seb Lleo
Session 6.1 15th November Monday     Time Series in Financial Markets Brian Sentance
Session 6.2 22nd November Monday    Exam deadline Exotic Options SiYi Zhou
Session 6.3 24th November Wednesday     Incomplete Markets: Jump Diffusion and Stochastic Volatility Riaz Ahmad
Session 6.4 30th November Tuesday     'Advanced' Volatility Modeling in Complete Markets Paul Wilmott
Session 6.5 2nd December Thursday     Further Monte Carlo Peter Jaeckel
Session 6.6 7th December Tuesday     Further Finite Difference Methods Riaz Ahmad
Session 6.7 9th December Thursday     Martingales and PDEs: “Which, when and why” Part II Seb Lleo
Session 6.8 13th December Monday     Discrete Hedging and Transaction Costs Paul Wilmott
Session 6.9 15th December Wednesday     Correlation Sensitivity and State Dependence Paul W & SiYi Zhou