Distance learning Course in Applied Finance in Europe

Find Distance learning Course Studies in Applied Finance in Europe 2017

Applied Finance

Courses are academic classes taught by qualified instructors that are intended to enhance participant’s knowledge of a given area or training in a particular discipline. Courses vary broadly in terms of length, size, content and duration.

While distance learning courses have due dates that must be met, there is a fabulous deal of compliance as to when you can carry out assignments when studying at a distance. With the online option, You could exit the discussion group as required to return to work and then join after work if needed. Distance learning courses can be taken in whatever place you have Internet access. You can even complete classes from the Internet lounge in any hotel around the world if you need a vacation.

Europe is, by convention, one of the world's seven continents. Comprising the western most point of Eurasia, Europe is usually divided from Asia by the watershed divides of the Ural and Caucasus Mountains, the Ural River, the Caspian and Black Seas, and the waterways connecting the Black and Aegean Seas.

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Mastering Mathematical Finance Online Courses - The Black-Scholes Model

Department of Mathematics University of York - Online Programs
Online Part time 4 - 8 months August 2017 United Kingdom York

The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. [+]

Top Distance learning Course Studies in Applied Finance in Europe. The courses are based on 8 books from the "Mastering Mathematical Finance" (MMF) series published by Cambridge University Press. There are 8 individual courses - each covering the contents of one of the books. Delivery is by means of one-to-one tutorials conducted via Skype by the authors and editors of the series, and regular coursework. Who are the courses aimed at? The courses are designed to meet the continuing professional development and training needs of: Finance or IT professionals working in quantitative finance and risk management Individuals seeking a career change, managers who need to keep abreast with progress in these fields Prospective students who would like to prepare for entry to relevant postgraduate degree programmes Pre-sessional course (Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consilidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500) Method of Delivery List of Courses Each online course to be based on a book from the MMF series, with an additional set of exercises, and involves 10 rounds of activities culminating in 10 one-to-one online sessions. Each course takes aproximately 4 - 8 months to complete. Each of the 10 rounds consists of: self-study based on the book, problem solving: solutions submitted and marked electronically, model solutions to the problems attempted, written feedback on the work submitted, one-hour one-to-one online session via Skype with screen sharing, conducted by one of the authors of the MMF series, tailor-made for individual requirements, a combination of lectures and tutorials. Additionally, each module to provide: an online discussion forum, email support, final test. Induction meeting via Skype to cover technical matters before the start of the first module (including help in using the software needed for online delivery). Each student will need a decent internet connection (broadband standard), a Windows or Mac computer and a Skype account. There is some additional free software to install such as the LyX mathematical editor. Additional pre-sessional course available for delegates who need to revise or acquire relevant mathematical background. About the The Black–Scholes Model The Black–Scholes option pricing model is the first and by far the best-known continuous-time mathematical model used in mathematical finance. Here, it provides a sufficiently complex, yet tractable, testbed for exploring the basic methodology of option pricing. The discussion of extended markets, the careful attention paid to the requirements for admissible trading strategies, the development of pricing formulae for many widely traded instruments and the additional complications offered by multi-stock models will appeal to a wide class of instructors. Students, practitioners and researchers alike will benefit from the book's rigorous, but unfussy, approach to technical issues. It highlights potential pitfalls, gives clear motivation for results and techniques and includes carefully chosen examples and exercises, all of which make it suitable for self-study. Equips students with the tools needed to price the main options in current markets Detailed proofs are presented in manageable steps so students can 'see the wood for the trees' Exercises range in difficulty to challenge even the most able student. Solutions are available online [-]

Mastering Mathematical Finance Online Courses - Stochastic Calculus for Finance

Department of Mathematics University of York - Online Programs
Online Part time 4 - 8 months August 2017 United Kingdom York

The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. [+]

The courses are based on 8 books from the "Mastering Mathematical Finance" (MMF) series published by Cambridge University Press. There are 8 individual courses - each covering the contents of one of the books. Delivery is by means of one-to-one tutorials conducted via Skype by the authors and editors of the series, and regular coursework. Who are the courses aimed at? The courses are designed to meet the continuing professional development and training needs of: Finance or IT professionals working in quantitative finance and risk management Individuals seeking a career change, managers who need to keep abreast with progress in these fields Prospective students who would like to prepare for entry to relevant postgraduate degree programmes Pre-sessional course (Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consilidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500) Method of Delivery List of Courses Each online course to be based on a book from the MMF series, with an additional set of exercises, and involves 10 rounds of activities culminating in 10 one-to-one online sessions. Each course takes aproximately 4 - 8 months to complete. Each of the 10 rounds consists of: self-study based on the book, problem solving: solutions submitted and marked electronically, model solutions to the problems attempted, written feedback on the work submitted, one-hour one-to-one online session via Skype with screen sharing, conducted by one of the authors of the MMF series, tailor-made for individual requirements, a combination of lectures and tutorials. Additionally, each module to provide: an online discussion forum, email support, final test. Induction meeting via Skype to cover technical matters before the start of the first module (including help in using the software needed for online delivery). Each student will need a decent internet connection (broadband standard), a Windows or Mac computer and a Skype account. There is some additional free software to install such as the LyX mathematical editor. Additional pre-sessional course available for delegates who need to revise or acquire relevant mathematical background. About the Stochastic Calculus for Finance This book focuses specifically on the key results in stochastic processes that have become essential for finance practitioners to understand. The authors study the Wiener process and Itô integrals in some detail, with a focus on results needed for the Black–Scholes option pricing model. After developing the required martingale properties of this process, the construction of the integral and the Itô formula (proved in detail) become the centrepiece, both for theory and applications, and to provide concrete examples of stochastic differential equations used in finance. Finally, proofs of the existence, uniqueness and the Markov property of solutions of (general) stochastic equations complete the book. Using careful exposition and detailed proofs, this book is a far more accessible introduction to Itô calculus than most texts. Students, practitioners and researchers will benefit from its rigorous, but unfussy, approach to technical issues. Solutions to the exercises are available online. Written specifically at the Master's level by experienced lecturers, so readers can dive in directly Gives students confidence in Itô calculus Solutions to exercises are available online [-]

Mastering Mathematical Finance Online Courses - Portfolio Theory and Risk Management

Department of Mathematics University of York - Online Programs
Online Part time 4 - 8 months August 2017 United Kingdom York

It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. [+]

Top Distance learning Course Studies in Applied Finance in Europe. The courses are based on 8 books from the "Mastering Mathematical Finance" (MMF) series published by Cambridge University Press. There are 8 individual courses - each covering the contents of one of the books. Delivery is by means of one-to-one tutorials conducted via Skype by the authors and editors of the series, and regular coursework. Who are the courses aimed at? The courses are designed to meet the continuing professional development and training needs of: Finance or IT professionals working in quantitative finance and risk management Individuals seeking a career change, managers who need to keep abreast with progress in these fields Prospective students who would like to prepare for entry to relevant postgraduate degree programmes Pre-sessional course (Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consilidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500) Method of Delivery List of Courses Each online course to be based on a book from the MMF series, with an additional set of exercises, and involves 10 rounds of activities culminating in 10 one-to-one online sessions. Each course takes aproximately 4 - 8 months to complete. Each of the 10 rounds consists of: self-study based on the book, problem solving: solutions submitted and marked electronically, model solutions to the problems attempted, written feedback on the work submitted, one-hour one-to-one online session via Skype with screen sharing, conducted by one of the authors of the MMF series, tailor-made for individual requirements, a combination of lectures and tutorials. Additionally, each module to provide: an online discussion forum, email support, final test. Induction meeting via Skype to cover technical matters before the start of the first module (including help in using the software needed for online delivery). Each student will need a decent internet connection (broadband standard), a Windows or Mac computer and a Skype account. There is some additional free software to install such as the LyX mathematical editor. Additional pre-sessional course available for delegates who need to revise or acquire relevant mathematical background. About the Portfolio Theory and Risk Management With its emphasis on examples, exercises and calculations, this book suits advanced undergraduates as well as postgraduates and practitioners. It provides a clear treatment of the scope and limitations of mean-variance portfolio theory and introduces popular modern risk measures. Proofs are given in detail, assuming only modest mathematical background, but with attention to clarity and rigour. The discussion of VaR and its more robust generalizations, such as AVaR, brings recent developments in risk measures within range of some undergraduate courses and includes a novel discussion of reducing VaR and AVaR by means of hedging techniques. A moderate pace, careful motivation and more than 70 exercises give students confidence in handling risk assessments in modern finance. Provides a solid foundation in modern risk management techniques Assumes only basic calculus and linear algebra as prerequisites Exercises range from simple verification to more challenging problems [-]

Mastering Mathematical Finance Online Courses - Discrete Models of Financial Markets

Department of Mathematics University of York - Online Programs
Online Part time 4 - 8 months August 2017 United Kingdom York

Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox–Ross–Rubinstein (CRR) binomial tree model. [+]

The courses are based on 8 books from the "Mastering Mathematical Finance" (MMF) series published by Cambridge University Press. There are 8 individual courses - each covering the contents of one of the books. Delivery is by means of one-to-one tutorials conducted via Skype by the authors and editors of the series, and regular coursework. Who are the courses aimed at? The courses are designed to meet the continuing professional development and training needs of: Finance or IT professionals working in quantitative finance and risk management Individuals seeking a career change, managers who need to keep abreast with progress in these fields Prospective students who would like to prepare for entry to relevant postgraduate degree programmes Pre-sessional course (Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consilidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500) Method of Delivery List of Courses Each online course to be based on a book from the MMF series, with an additional set of exercises, and involves 10 rounds of activities culminating in 10 one-to-one online sessions. Each course takes aproximately 4 - 8 months to complete. Each of the 10 rounds consists of: self-study based on the book, problem solving: solutions submitted and marked electronically, model solutions to the problems attempted, written feedback on the work submitted, one-hour one-to-one online session via Skype with screen sharing, conducted by one of the authors of the MMF series, tailor-made for individual requirements, a combination of lectures and tutorials. Additionally, each module to provide: an online discussion forum, email support, final test. Induction meeting via Skype to cover technical matters before the start of the first module (including help in using the software needed for online delivery). Each student will need a decent internet connection (broadband standard), a Windows or Mac computer and a Skype account. There is some additional free software to install such as the LyX mathematical editor. Additional pre-sessional course available for delegates who need to revise or acquire relevant mathematical background. About the Discrete Models of Financial Markets This book explains in simple settings the fundamental ideas of financial market modelling and derivative pricing, using the no-arbitrage principle. Relatively elementary mathematics leads to powerful notions and techniques - such as viability, completeness, self-financing and replicating strategies, arbitrage and equivalent martingale measures - which are directly applicable in practice. The general methods are applied in detail to pricing and hedging European and American options within the Cox–Ross–Rubinstein (CRR) binomial tree model. A simple approach to discrete interest rate models is included, which, though elementary, has some novel features. All proofs are written in a user-friendly manner, with each step carefully explained and following a natural flow of thought. In this way the student learns how to tackle new problems. Written specifically at the Master's level by experienced lecturers, so readers can dive in directly The mathematics is rigorous but also motivated, so readers see how to apply what they learn Clear, concise and short, so readers can master the whole topic [-]

Mastering Mathematical Finance Online Courses - Probability for Finance

Department of Mathematics University of York - Online Programs
Online Part time 4 - 8 months August 2017 United Kingdom York

Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. [+]

Top Distance learning Course Studies in Applied Finance in Europe. The courses are based on 8 books from the "Mastering Mathematical Finance" (MMF) series published by Cambridge University Press. There are 8 individual courses - each covering the contents of one of the books. Delivery is by means of one-to-one tutorials conducted via Skype by the authors and editors of the series, and regular coursework. Who are the courses aimed at? The courses are designed to meet the continuing professional development and training needs of: Finance or IT professionals working in quantitative finance and risk management Individuals seeking a career change, managers who need to keep abreast with progress in these fields Prospective students who would like to prepare for entry to relevant postgraduate degree programmes Pre-sessional course (Pre-sessional course "Mathematics for Quantitative Finance" - This course is suitable for candidates who need to consilidate their mathematics background before embarking on some or all of the 8 courses. Cost - £1500) Method of Delivery List of Courses Each online course to be based on a book from the MMF series, with an additional set of exercises, and involves 10 rounds of activities culminating in 10 one-to-one online sessions. Each course takes aproximately 4 - 8 months to complete. Each of the 10 rounds consists of: self-study based on the book, problem solving: solutions submitted and marked electronically, model solutions to the problems attempted, written feedback on the work submitted, one-hour one-to-one online session via Skype with screen sharing, conducted by one of the authors of the MMF series, tailor-made for individual requirements, a combination of lectures and tutorials. Additionally, each module to provide: an online discussion forum, email support, final test. Induction meeting via Skype to cover technical matters before the start of the first module (including help in using the software needed for online delivery). Each student will need a decent internet connection (broadband standard), a Windows or Mac computer and a Skype account. There is some additional free software to install such as the LyX mathematical editor. Additional pre-sessional course available for delegates who need to revise or acquire relevant mathematical background. About the Probability for Finance Students and instructors alike will benefit from this rigorous, unfussy text, which keeps a clear focus on the basic probabilistic concepts required for an understanding of financial market models, including independence and conditioning. Assuming only some calculus and linear algebra, the text develops key results of measure and integration, which are applied to probability spaces and random variables, culminating in central limit theory. Consequently it provides essential prerequisites to graduate-level study of modern finance and, more generally, to the study of stochastic processes. Results are proved carefully and the key concepts are motivated by concrete examples drawn from financial market models. Students can test their understanding through the large number of exercises and worked examples that are integral to the text. Real-world examples motivate and illustrate the mathematics Exercises range in difficulty to challenge even the most advanced student Solutions to exercises are available online [-]

ICB Level 2 Certificate in Bookkeeping (Course) (B1, B2, B3)

E-Careers
Online Part time Open Enrollment United Kingdom UK Online

Discover the fundamental principles of both single and double entry bookkeeping, along with its application in both manual and a computerised system with ICB level 2 Certificate in Bookkeeping (B1, B2, B3) course. [+]

What are the objectives of this course? The ICB Level 2 Certificate in Bookkeeping course is built around three assessments and provides you with all the knowledge needed to understand basic bookkeeping theory. Learn the fundamental principles of single and double entry bookkeeping and gain an understanding of how to apply these skills when working with a manual or computerised bookkeeping system. Learn how to set up a computerised bookkeeping system with any organisation. How to correctly enter financial transactions. How to produce accurate and up to date reports. How to apply posting from books of prime entry, transfer postings from source documents to ledger accounts and how to produce an initial trial balance. Who is it intended for? This course is vital for anyone who is at the start of their bookkeeping and accounting journey, or for small business owners looking to take control of their own books. Requirements There are no pre-requisites for the course. However, we recommend that you possess a basic understanding of numeracy. What marks this course apart? Candidates who complete this training will be fully prepared to sit the B1, B2, and B3 ICB Level 2 assessments and provide you with the knowledge required to start in an assistant bookkeeper role. What happens after requesting information? Once you have enquired you will be contacted by one of our specialist careers advisors who will be able to provide you with any further information you require. [-]

Expert In International Trade: Recruitment, Financing, Logistics And Marketing

INEAF Business School
Online Part time 450 hours September 2017 Spain Spain Online

The international commercial management of a company has many variables that it is impossible to control if you do not have adequate training. This Expert enable students placed in a privileged position in the market because it will form, always with practical guidance in all areas involved in international business management ... [+]

Top Distance learning Course Studies in Applied Finance in Europe. The international commercial management of a company has many variables that it is impossible to control if you do not have adequate training. This Expert enable students placed in a privileged position in the market because it will form, always with practical guidance in all areas involved in international business management. international trade as an institution will be analyzed, deepening the regulations currently in force, will insist on the study of major contractual and applicable funding, will equip the students with the skills to manage and analyze financial risk techniques and determine the financing or investment mode best suited to the needs of the business and marketing planning, logistics organization and intervention in any trade negotiation in English. GOALS To know fundamental aspects of international trade that allow the students to make decisions in this area effectively. Intervene effectively in international contracts between companies. Analyze the different modalities of international funding and can determine the advantages and disadvantages arising in different situations. Accurately interpret the results from the accounting analysis of the company and take the right decisions to achieve economic growth of the business. Getting the effectiveness of the company with adequate decision-making and risk-taking, logistics and marketing planning intervention. Professional practices Are you looking for placements? You want to be competitive / a in the labor market and ensure your professional success? The realization of this Expert in International Trade: Procurement, Finance, Logistics and Marketing This will allow internships in companies with a maximum duration of 3 months. INEAF allows you to do internships in companies quickly and efficiently. Boost your career working in companies of great national and international projection. If you need to gain experience in your industry you can find the opportunity you are looking for. INEAF opens the door to your future career. Who should attend This Expert is aimed at professional staff or professionally interested in expanding their training in the field of international management of companies and university graduates. Such as students of Economics, LADE, Business and Self-Employed, Entrepreneurs, Managers, Directors and Heads of SMEs and large companies. What you up This Expert provides students with the knowledge necessary to intervene in international commercial management of any organization. capabilities that allow you to manage and organize international trade operations relate to the sale of goods and services, the development of negotiations, identifying the key refinancing operations, analysis and risk assessment be acquired and decision-making environment for the marketing all from compliance with the provisions and requirements of international standards. Description of Methodology Our method of study is based on the integration of formative factors and the use of new technologies. Our team has set itself the objective of integrating both areas so that our students interact with a VIRTUAL CAMPUS agile and easy to use. A platform designed to facilitate the study, where students get all the necessary support. Our methodology of online learning, fully oriented practice is designed so that students progress through the educational units of the different modules and perform the tasks (Practical activities, questionnaires, case records and assumptions reflection) that he will proposing along the learning path. At the end of their training activity, students will be able to transform academic knowledge in professional knowledge. Evaluation system INEAF training actions are structured in modules, consisting of teaching units, practical activities, seminars, forums and conferences, among others. Each module will be assessed separately according to the results of mandatory and optional tests proposals and valuations tutor. To overcome the various modules students will have to achieve a minimum level of understanding of the theoretical contents and implementing them in practical activities and in our "Supercaso". Resources (Platform Online 3.0, printed material, ...) In our quest to adapt learning philosophy 3.0 and encourage the use of new technological resources in the company, we have developed a Virtual Campus (Online Training Platform 3.0) exclusive art with a functional and innovative design. Among the tools available you will find: tutoring service, chat, messaging and virtual study tools (examples, practical activities -of calculation, reflection, development, etc., video examples and video tutorials plus "supercasos", covering modules complete and offer the students an overview on specific matters). The students will have unlimited access to the contents printed manuals in addition with the theoretical contents of each module, which will serve as support to complete their training. [-]