Program

Course Materials

Unlike most other financial engineering programs, all of the course textbooks and materials are included in the full course fees.

Mathematics Primer Materials
Schaum's Outline of Calculus Elliot Mendelson and Frank Ayres McGraw-Hill 1999
Schaum's Outline of Differential Equations Richard Bronson McGraw-Hill 2006
Schaum's Outline of Probability, Random Variables, and Random Processes Hwei Hsu McGraw-Hill 1997
Schaum's Outline of Linear Algebra Seymour Lipschutz and Marc Lipson McGraw-Hill 2000
Core CQF Materials
Paul Wilmott Introduces Quantitative Finance Paul Wilmott Wiley 2007
Paul Wilmott on Quantitative Finance Paul Wilmott Wiley 2006
Frequently Asked Questions in Quantitative Finance Paul Wilmott Wiley 2007
Advanced Modelling in Finance Using Excel and VBA Mary Jackson and Mike Staunton Wiley 2001
The Complete Guide to Option Pricing Formulas Espen Gaardner Haug McGraw-Hill 1997
Derivatives: Models on Models Espen Gaardner Haug Wiley 2007
Monte Carlo Methods in Finance Peter Jackel Wiley 2002
Structured Credit Products: Credit Derivatives and Synthetic Securitisation Moorad Choudhry Wiley 2004

 

Delegates will also receive a one year's subscription to Wilmott magazine.