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    EC3065 Financial Engineering

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    Anonymous s6gDZo7lX
    This document provides information on the Financial Engineering module code EC3065 at Brunel University. The module is worth 20 credits and taught at level 3. It is led by Dr. John Hunter and additional tutors include Guglielmo Maria Caporale. The module aims to offer an introduction to financial innovation and the theory and practice of financial engineering. Key learning outcomes include understanding the role of financial engineers and applying pricing formulas. Teaching methods include weekly lectures and biweekly seminars. Students can expect 1.5 contact hours per week. Assessment consists of an autumn term test worth 25% and a 3-hour examination worth 75%. The module is compulsory for BSc Economics and Business Finance, BSc Finance and Account

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    EC3065 Financial Engineering

    Uploaded by

    Anonymous s6gDZo7lX
    85 views2 pages
    This document provides information on the Financial Engineering module code EC3065 at Brunel University. The module is worth 20 credits and taught at level 3. It is led by Dr. John Hunter and additional tutors include Guglielmo Maria Caporale. The module aims to offer an introduction to financial innovation and the theory and practice of financial engineering. Key learning outcomes include understanding the role of financial engineers and applying pricing formulas. Teaching methods include weekly lectures and biweekly seminars. Students can expect 1.5 contact hours per week. Assessment consists of an autumn term test worth 25% and a 3-hour examination worth 75%. The module is compulsory for BSc Economics and Business Finance, BSc Finance and Account

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    This document provides information on the Financial Engineering module code EC3065 at Brunel University. The module is worth 20 credits and taught at level 3. It is led by Dr. John Hunter and additional tutors include Guglielmo Maria Caporale. The module aims to offer an introduction to financial innovation and the theory and practice of financial engineering. Key learning outcomes include understanding the role of financial engineers and applying pricing formulas. Teaching methods include weekly lectures and biweekly seminars. Students can expect 1.5 contact hours per week. Assessment consists of an autumn term test worth 25% and a 3-hour examination worth 75%. The module is compulsory for BSc Economics and Business Finance, BSc Finance and Account

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    85 views2 pages

    EC3065 Financial Engineering

    Uploaded by

    Anonymous s6gDZo7lX
    This document provides information on the Financial Engineering module code EC3065 at Brunel University. The module is worth 20 credits and taught at level 3. It is led by Dr. John Hunter and additional tutors include Guglielmo Maria Caporale. The module aims to offer an introduction to financial innovation and the theory and practice of financial engineering. Key learning outcomes include understanding the role of financial engineers and applying pricing formulas. Teaching methods include weekly lectures and biweekly seminars. Students can expect 1.5 contact hours per week. Assessment consists of an autumn term test worth 25% and a 3-hour examination worth 75%. The module is compulsory for BSc Economics and Business Finance, BSc Finance and Account

    Copyright:

    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    of 2

    Module Code

    EC3065

    Module title
    Financial Engineering

    Module Leader
    Dr John Hunter

    Credit value
    20

    Level
    3

    Pre-requisites
    EC2024
    EC2025

    Additional Tutors
    Guglielmo Maria Caporale

    School(s) responsible for


    teaching
    School of Social Sciences

    Version No.

    Date

    1.0

    8/10/08

    Co-requisites

    Notes Q&S USE ONLY

    JACS Code
    L111
    N341

    AO
    LMA

    MAIN AIMS OF THE MODULE


    The increasing importance of the financial markets highlights the need to develop a deeper understanding of the
    way in which financial innovation has attempted to meet the needs of those who manage risk.
    The aim of the course is to offer an introduction to the theory and practice of financial engineering. The course will
    examine the design, the development and the implementation of financial innovation, in addition to developing a
    deeper understanding of the workings of financial markets.

    LEARNING OUTCOMES FOR THE MODULE


    The module provides opportunities for students to develop and demonstrate knowledge and understanding,
    qualities, skills and other attributes in the following areas:
    (A) Knowledge and Understanding
    1. To understand the role of the financial engineer
    2. To recognise, and critically appraise, how published research has examined various aspects of the pricing and
    trading of financial instruments
    3. To appreciate how financial innovation assists in the management of risk.
    4. To apply pricing formulas to price different securities and instruments
    (B) Cognitive (thinking) Skills
    5. To evaluate the results in terms of the assumptions underlying the pricing formulae.
    (C) Other Skills and Attributes (Practical/Professional/Transferable)
    6. Numeracy skills
    7. Time management and planning
    8. Writing skills

    MAIN TOPICS OF STUDY:


    Financial engineering, Debt market, Debt market innovation, Equity market, Options, Advanced derivatives and
    strategies, Financial risk management, Futures Markets, Forward Contracts and Future Pricing, Introduction to
    Binomial Trees, Models of Market Price Behaviour, Estimating Volatilities.

    TEACHING AND LEARNING METHODS/STRATEGIES USED TO ENABLE THE ACHIEVEMENT OF LEARNING


    OUTCOMES: these might include lectures, seminars, tutorials, practicals, workshops, laboratories, distance
    learning, projects or other methods (please specify).
    One lecture per week
    One seminar every other week
    CONTACT HOURS: Please state the indicative distribution of learning hours across this module.
    Students should normally anticipate 1.5 contact hours per week.

    ASSESSMENT METHODS WHICH ENABLE STUDENT TO DEMONSTRATE THE


    LEARNING OUTCOMES FOR THE MODULE (please provide the length/duration of
    each assessment listed):

    WEIGHTING:

    Test - Autumn Term

    25%

    3 hours Examination

    75%

    INDICATIVE READING LIST:


    All University reading lists are now held on Talis Aspire. To search for the reading list of this module click on the
    hyperlink and follow the instructions. http://readinglists.brunel.ac.uk/index.html
    The following information is required:
    COMPULSORY module on the following
    programmes (please list):

    BSc Economics and Business Finance


    BSc Finance and Accounting
    BSc Financial Mathematics

    OPTION module on the following programmes


    (please list):

    BSc Financial Computing

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