Problem solving

Teaching/Learning Methods and Strategies

Cognitive skills are developed across the modules within the degree programme. The numerical and statistical components of the modules focus particularly on problem solving, logical reasoning and data management and analysis using statistical packages. Independent enquiry, critical evaluation and interpretation, abstraction and assimilation are key elements in all modules. Self-assessment and reflection are developed by formative feedback particularly on tutorial presentations and within the group work assignments.

Methods of Assessment

Assessment of cognitive skills, both summative and formative, occurs in the form of course homework, oral presentations, project work and class tests.

Logical reasoning

Teaching/Learning Methods and Strategies

Cognitive skills are developed across the modules within the degree programme. The numerical and statistical components of the modules focus particularly on problem solving, logical reasoning and data management and analysis using statistical packages. Independent enquiry, critical evaluation and interpretation, abstraction and assimilation are key elements in all modules. Self-assessment and reflection are developed by formative feedback particularly on tutorial presentations and within the group work assignments.

Methods of Assessment

Assessment of cognitive skills, both summative and formative, occurs in the form of course homework, oral presentations, project work and class tests.

Independent enquiry

Teaching/Learning Methods and Strategies

Cognitive skills are developed across the modules within the degree programme. The numerical and statistical components of the modules focus particularly on problem solving, logical reasoning and data management and analysis using statistical packages. Independent enquiry, critical evaluation and interpretation, abstraction and assimilation are key elements in all modules. Self-assessment and reflection are developed by formative feedback particularly on tutorial presentations and within the group work assignments.

Methods of Assessment

Assessment of cognitive skills, both summative and formative, occurs in the form of course homework, oral presentations, project work and class tests.

Critical evaluation and interpretation

Teaching/Learning Methods and Strategies

Cognitive skills are developed across the modules within the degree programme. The numerical and statistical components of the modules focus particularly on problem solving, logical reasoning and data management and analysis using statistical packages. Independent enquiry, critical evaluation and interpretation, abstraction and assimilation are key elements in all modules. Self-assessment and reflection are developed by formative feedback particularly on tutorial presentations and within the group work assignments.

Methods of Assessment

Assessment of cognitive skills, both summative and formative, occurs in the form of course homework, oral presentations, project work and class tests.

Self assessment and reflection

Teaching/Learning Methods and Strategies

Cognitive skills are developed across the modules within the degree programme. The numerical and statistical components of the modules focus particularly on problem solving, logical reasoning and data management and analysis using statistical packages. Independent enquiry, critical evaluation and interpretation, abstraction and assimilation are key elements in all modules. Self-assessment and reflection are developed by formative feedback particularly on tutorial presentations and within the group work assignments.

Methods of Assessment

Assessment of cognitive skills, both summative and formative, occurs in the form of course homework, oral presentations, project work and class tests.

The ability to synthesise information/data from variety of sources including from databases, books, journal articles and the internet

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

The preparation and communication of ideas in finance, information economics, computational finance, and trading in both written and presentational forms

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

The ability to work both independently and in groups

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

Organisation and time management

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

Problem solving and critical analysis

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

Work-based skills; use of IT, including word-processing, email, internet and statistical/econometric/risk management packages

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

The ability to communicate quantitative and qualitative information together with analysis, argument and commentary in a form appropriate to different intended audiences

Teaching/Learning Methods and Strategies

Transferable skills development will permeate the teaching and learning on the degree programme. Successful completion of coursework requires students to gather information from a range of sources, select and assimilate relevant information and to complete tasks within deadlines.

Methods of Assessment

Assessment of coursework requires students to use a range of media (e.g., worked solutions and proofs, essays, Powerpoint presentations, statistical based project work) to demonstrate their learning.

The theoretical and conceptual underpinnings of finance, information economics, and market structure

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The fundamental principles of stochastic processes in finance and risk analysis

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The evaluation and assessment of different types of financial risk

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The evaluation, assessment and use of financial instruments to mitigate financial risk

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The principles of asset pricing

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The relevant computational, quantitative and statistical techniques

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The key principles of trading

Teaching/Learning Methods and Strategies

The Postgraduate Diploma in Quantitative Finance follows a structured curriculum based upon 8 modules. In general, these relate to asset pricing, trading and portfolio management, research methods in finance, computational methods, market microstructure, the pricing of derivatives and time-series financial econometrics.

Acquisition of knowledge and understanding is through structured exposition based on lectures, directed reading of academic journals which are particularly applied to student presentations and group projects, tutorials, computer-based laboratory work, group work, and private study.

Methods of Assessment

End-of-semester class tests, individual and group projects, take-home tests, individual and group oral presentations and case study investigations are used to assess student learning.

The ability to construct arguments and exercise problem solving skills in the context of theories of finance and risk management

Teaching/Learning Methods and Strategies

Mathematical skills, through problem solving, and computer application, are at the core of the work undertaken by a specialist in quantitative finance. Consequently, these are core elements in each semester of the degree and are built upon across modules and throughout the course of the programme. The economic and financial environment both influences and generates the work in which risk specialists are involved and therefore in these areas problem solving, data analysis and computer application skills are developed and built upon across modules. In addition, in the modules in these two areas, up-to-date finance, economic and risk related literature is integrated into the curriculum, with an important element being the ongoing development of the students’ ability to communicate, debate and critique this literature.

Methods of Assessment

Both summative and formative assessment methods are used throughout all modules.

Formative assessment takes two main forms. First, weekly homework is aimed at promoting understanding, logic and accurate calculation. Secondly, weekly discussion of key theories and academic readings to develop understanding, logical argument and critical assessment.

Summative assessment also takes a variety of forms. In all modules class tests are used to gauge and assess understanding and the acquisition of knowledge. Cumulative assessment is also built into all modules to assess ongoing understanding. A variety of forms of cumulative assessment is employed:-

practical trading-room-based work in a range of modules;

a mixture of class tests, group and individual presentations, essays and case investigations in the microstructure and stochastic processes modules.

The ability to use computer-based mathematical / statistical / econometric packages to analyse and evaluate relevant data

Teaching/Learning Methods and Strategies

Mathematical skills, through problem solving, and computer application, are at the core of the work undertaken by a specialist in quantitative finance. Consequently, these are core elements in each semester of the degree and are built upon across modules and throughout the course of the programme. The economic and financial environment both influences and generates the work in which risk specialists are involved and therefore in these areas problem solving, data analysis and computer application skills are developed and built upon across modules. In addition, in the modules in these two areas, up-to-date finance, economic and risk related literature is integrated into the curriculum, with an important element being the ongoing development of the students’ ability to communicate, debate and critique this literature.

Methods of Assessment

Both summative and formative assessment methods are used throughout all modules.

Formative assessment takes two main forms. First, weekly homework is aimed at promoting understanding, logic and accurate calculation. Secondly, weekly discussion of key theories and academic readings to develop understanding, logical argument and critical assessment.

Summative assessment also takes a variety of forms. In all modules class tests are used to gauge and assess understanding and the acquisition of knowledge. Cumulative assessment is also built into all modules to assess ongoing understanding. A variety of forms of cumulative assessment is employed:-

practical trading-room-based work in a range of modules;

a mixture of class tests, group and individual presentations, essays and case investigations in the microstructure and stochastic processes modules.

The ability to read and evaluate finance academic literature

Teaching/Learning Methods and Strategies

Mathematical skills, through problem solving, and computer application, are at the core of the work undertaken by a specialist in quantitative finance. Consequently, these are core elements in each semester of the degree and are built upon across modules and throughout the course of the programme. The economic and financial environment both influences and generates the work in which risk specialists are involved and therefore in these areas problem solving, data analysis and computer application skills are developed and built upon across modules. In addition, in the modules in these two areas, up-to-date finance, economic and risk related literature is integrated into the curriculum, with an important element being the ongoing development of the students’ ability to communicate, debate and critique this literature.

Methods of Assessment

Both summative and formative assessment methods are used throughout all modules.

Formative assessment takes two main forms. First, weekly homework is aimed at promoting understanding, logic and accurate calculation. Secondly, weekly discussion of key theories and academic readings to develop understanding, logical argument and critical assessment.

Summative assessment also takes a variety of forms. In all modules class tests are used to gauge and assess understanding and the acquisition of knowledge. Cumulative assessment is also built into all modules to assess ongoing understanding. A variety of forms of cumulative assessment is employed:-

practical trading-room-based work in a range of modules;

a mixture of class tests, group and individual presentations, essays and case investigations in the microstructure and stochastic processes modules.

The ability to appreciate, construct and analyse mathematical, statistical, financial and economic models of trading

Teaching/Learning Methods and Strategies

Mathematical skills, through problem solving, and computer application, are at the core of the work undertaken by a specialist in quantitative finance. Consequently, these are core elements in each semester of the degree and are built upon across modules and throughout the course of the programme. The economic and financial environment both influences and generates the work in which risk specialists are involved and therefore in these areas problem solving, data analysis and computer application skills are developed and built upon across modules. In addition, in the modules in these two areas, up-to-date finance, economic and risk related literature is integrated into the curriculum, with an important element being the ongoing development of the students’ ability to communicate, debate and critique this literature.

Methods of Assessment

Both summative and formative assessment methods are used throughout all modules.

Formative assessment takes two main forms. First, weekly homework is aimed at promoting understanding, logic and accurate calculation. Secondly, weekly discussion of key theories and academic readings to develop understanding, logical argument and critical assessment.

Summative assessment also takes a variety of forms. In all modules class tests are used to gauge and assess understanding and the acquisition of knowledge. Cumulative assessment is also built into all modules to assess ongoing understanding. A variety of forms of cumulative assessment is employed:-

practical trading-room-based work in a range of modules;

a mixture of class tests, group and individual presentations, essays and case investigations in the microstructure and stochastic processes modules.

The ability to use C++ and Matlab

Teaching/Learning Methods and Strategies

Mathematical skills, through problem solving, and computer application, are at the core of the work undertaken by a specialist in quantitative finance. Consequently, these are core elements in each semester of the degree and are built upon across modules and throughout the course of the programme. The economic and financial environment both influences and generates the work in which risk specialists are involved and therefore in these areas problem solving, data analysis and computer application skills are developed and built upon across modules. In addition, in the modules in these two areas, up-to-date finance, economic and risk related literature is integrated into the curriculum, with an important element being the ongoing development of the students’ ability to communicate, debate and critique this literature.

Methods of Assessment

Both summative and formative assessment methods are used throughout all modules.

Formative assessment takes two main forms. First, weekly homework is aimed at promoting understanding, logic and accurate calculation. Secondly, weekly discussion of key theories and academic readings to develop understanding, logical argument and critical assessment.

Summative assessment also takes a variety of forms. In all modules class tests are used to gauge and assess understanding and the acquisition of knowledge. Cumulative assessment is also built into all modules to assess ongoing understanding. A variety of forms of cumulative assessment is employed:-

practical trading-room-based work in a range of modules;

a mixture of class tests, group and individual presentations, essays and case investigations in the microstructure and stochastic processes modules.

The ability to use the trading room and the Bloomberg database

Teaching/Learning Methods and Strategies

Mathematical skills, through problem solving, and computer application, are at the core of the work undertaken by a specialist in quantitative finance. Consequently, these are core elements in each semester of the degree and are built upon across modules and throughout the course of the programme. The economic and financial environment both influences and generates the work in which risk specialists are involved and therefore in these areas problem solving, data analysis and computer application skills are developed and built upon across modules. In addition, in the modules in these two areas, up-to-date finance, economic and risk related literature is integrated into the curriculum, with an important element being the ongoing development of the students’ ability to communicate, debate and critique this literature.

Methods of Assessment

Both summative and formative assessment methods are used throughout all modules.

Formative assessment takes two main forms. First, weekly homework is aimed at promoting understanding, logic and accurate calculation. Secondly, weekly discussion of key theories and academic readings to develop understanding, logical argument and critical assessment.

Summative assessment also takes a variety of forms. In all modules class tests are used to gauge and assess understanding and the acquisition of knowledge. Cumulative assessment is also built into all modules to assess ongoing understanding. A variety of forms of cumulative assessment is employed:-

practical trading-room-based work in a range of modules;

a mixture of class tests, group and individual presentations, essays and case investigations in the microstructure and stochastic processes modules.