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NQF credits: 15 at HEQSF level 9

Course convener: Prof DR Taylor

Course entry requirements: Acceptance into MPhil in Mathematical Finance.

Course outline:

This course introduces Derivative Risk Management from conceptual design to practical application. Most of the content deals with market risk management of financial assets and derivatives. Risk measurement and analysis are covered in depth and it prepares the student for a risk management role in a modern financial institution.

DP Requirements: None.


  • Final examination 60%
  • Assignments and class tests 40%.

Last updated : 13 Apr 2015

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