Full Course: Complete the 6 modules in 6 months.
Module | Lecture | Module | Topics | Date | Lecturer |
Module 1 | 1 | Finance | Time value of money, cashflows and asset holdings | 7-Jun-21 | Paul Bilokon |
Module 1 | 2 | Finance | Interest rates, risk, and return | 14-June-21 | Paul Bilokon |
Module 1 | 3 | Finance | Portfolio theory, CAPM, and APT | 21-June-21 | Paul Bilokon |
Module 1 | 4 | Finance | Efficient markets and regulation | 28-June-21 | Paul Bilokon |
Module 1 Test | |||||
Module 2 | 5 | Equities and technical analysis | Trading and investing; anatomy and lifecycle of a trade | 5-July-21 | Matt Patterson |
Module 2 | 6 | Equities and technical analysis | Liquidity, price, and leverage; primary and secondary markets | 12-Jul-21 | Matt Patterson |
Module 2 | 7 | Equities and technical analysis | Corporate actions; fundamental analysis | 19-Jul-21 | Matt Patterson |
Module 2 | 8 | Equities and technical analysis | Investment strategies and tactics; technical analysis | 26-Jul-21 | Matt Patterson |
Module 2 Test | |||||
Summer Break | – | – | – | – | – |
Module 3 | 9 | Fixed income, credit, and market microstructure | Fixed income securities; yield curve analysis | 6-Sep-21 | Ivan Zhdankin |
Module 3 | 10 | Fixed income, credit, and market microstructure | Spot rates, forward rates, day count conventions, and accrued interest | 13-Sep-21 | Ivan Zhdankin |
Module 3 | 11 | Fixed income, credit, and market microstructure | Relative value analysis; interest rate swaps | 20-Sep-21 | Ivan Zhdankin |
Module 3 | 12 | Fixed income, credit, and market microstructure | Credit; market microstructure | 27-Sep-21 | Ivan Zhdankin |
Module 3 Test | |||||
Module 4 | 13 | Foreign exchange, macroeconomics, and alternative data | The foreign exchange spot market; foreign exchange forwards and futures | 4-Oct-21 | Saeed Amen |
Module 4 | 14 | Foreign exchange, macroeconomics, and alternative data | Foreign exchange options; the economics of exchange rates and international trade | 11-Oct-21 | Saeed Amen |
Module 4 | 15 | Foreign exchange, macroeconomics, and alternative data | Fundamental analysis; trading the news | 18-Oct-21 | Saeed Amen |
Module 4 | 16 | Foreign exchange, macroeconomics, and alternative data | Alternative data; backtesting | 25-Oct-21 | Saeed Amen |
Module 4 Test | |||||
Module 5 | 17 | Cryptocurrencies and blockchain | Digital money; cryptography | 1-Nov-21 | Ivan Zhdankin |
Module 5 | 18 | Cryptocurrencies and blockchain | Cryptocurrencies; digital tokens | 8-Nov-21 | Ivan Zhdankin |
Module 5 | 19 | Cryptocurrencies and blockchain | Blockchain technology; initial coin offerings | 15-Nov-21 | Ivan Zhdankin |
Module 5 | 20 | Cryptocurrencies and blockchain | Investing; cryptocurrency exchanges | 22-Nov-21 | Ivan Zhdankin |
Module 5 Test | |||||
Module 6 | 21 | Derivatives | Forwards, futures, and options | 29-Nov-21 | Paul Bilokon |
Module 6 | 22 | Derivatives | The Black-Scholes-Merton framework; the “Greeks” | 06-Dec-21 | Paul Bilokon |
Module 6 | 23 | Derivatives | Volatility; Monte Carlo methods | 13-Dec-21 | Paul Bilokon |
Module 6 | 24 | Derivatives | Finite difference methods; derivatives trading strategies | 20-Dec-21 | Paul Bilokon |
Module 6 Test | |||||
FINAL EXAMINATION | 10-Jan-22 |