Consolidation, Integration and Feedback Week A (MBBS0023)

This is the first of three core teaching weeks designed to facilitate consolidation and integration of the preceding modules and to provide formative assessments and feedback. This CIF week is timetabled in November.

This is the third of three core teaching weeks designed to facilitate consolidation and integration of the preceding modules and to provide feedback. This CIF...

Consolidation, Integration and Feedback Week C (MBBS0022)

This is the third of three core teaching weeks designed to facilitate consolidation and integration of the preceding modules and to provide feedback. This CIF week is timetabled in late April/early May.

Consolidation, Integration and Feedback Week B (MBBS0021)

This is the second of three core teaching weeks designed to facilitate consolidation and integration of the preceding modules and to provide formative assessments and feedback. This CIF week is timetabled in February.

Consolidation, Integration and Feedback Week A (MBBS0020)

Consolidation, Integration and Feedback Week C (MBBS0019)

STATISTICAL AND FINANCIAL CONCEPTS|FINANCIAL AND INSURANCE MATHEMATICS|MULTI-CURVE INTEREST RATES

The material taught in this module is roughly based on two to three different topics, which are considered important for students to be familiar with in order...

Topics in Financial and Insurance Mathematics (MATH0095)

The material taught in this module is roughly based on two to three different topics, which are considered important for students to be familiar with in order to keep up with the changing areas of research in Financial and Insurance Mathematics as they evolve in academia and industry. Current topics might be selected from the following list, which is not to viewed as complete and indeed is to be considering as evolving in time: • Stochastic volatility • Multi-curve interest rate modelling • Counterpart risk adjustments • Systemic risk and network models • Stochastic claim reserving • Longevity modelling, pricing and hedging of life-insurance instruments • Momentum and reversal • Quantile function and regression • Climate risk securitization • Commodity pricing and hedging • Statistical inference and signatures