Quantitative Finance and Financial Engineering

What you will study

    1. Quantitative methods for finance
    2. Securities, futures and options
    3. Fixed income and equity investments
    4. Financial markets and instruments
    5. Portfolio management
    6. Risk management in investments
    7. Stochastic calculus and probability
    8. Financial econometrics
    9. Essentials of financial engineering
    10. Numerical methods for financial engineering
    11. C++ for financial engineering
    12. Financial derivatives modelling
    13. Algorithmic trading
    14. Ethical and professional standards for investment practitioners
    15. Creating a derivatives modelling portfolio.

You will be able to select any two optional courses* from the following LSFL course list to complete your qualification:

* The optional courses are free if taken as part of this qualification. You will be sent details about registration for the optional courses after you start your studies with us. 

Key features of the course

    • Flexibility to suit your needs – allowing you to study anytime, anywhere
    • An emphasis on personal and professional development through independent learning
    • Relevance of topics and practical examples to the context of your own professional practice
    • Illustrative practice activities with solutions, “test your understanding” activities and tutor-marked assignments, including a derivatives modelling portfolio, to reinforce learning
    • Advanced diploma from London School of Finance and Law upon course completion

This non-credit advanced diploma is intended for finance students and practitioners who want to upgrade existing knowledge and skills in areas relevant to the investment practice, including investment management, financial risk management and financial engineering. 

The course can be taken alongside your degree or professional qualification studies elsewhere or as part of your informal career development programme. Since this is a highly technical programme, you must be equipped with strong mathematical skills and basic programming skills.

Learning outcomes

    • Knowledge and understanding
    • Key skills
    • Cognitive skills
    • Practical and professional skills
    • Transferable skills

Career relevance

    • Financial software engineering
    • Financial management
    • Investment analysis and management
    • Trading
    • Risk management
    • Business and financial journalism
    • Professional training

Study method

Online learning with tutor guidance and support

How long it takes

12 months (384 hours)

You need to be able to spend approximately 8 hours per week on studying this course.

Teaching and assessment

A tutor will guide you throughout the study process and mark and comment on your written work. You and your tutor will primarily communicate with each other through email.

The course work includes online practice tests, tutor-marked assignments and end-of-course assessment. The end-of-course assessment is a a derivatives modelling portfolio.

You must use the online VLE-system to submit your tutor-marked assignments and end-of-course assessment.

The Pass mark for the course is 50%. 

Study materials

All study materials are provided on the course website.

Microsoft Office presentations and Adobe Portable Document Format (PDF) versions of study material are available.

A computer with a browser and broadband internet access is required for this course. Functionality may be limited on mobile or tablet devices.

If you have a disability or particular study requirements, please tell us as soon as possible.

Fees and funding

Course fees for 2022/2023 academic year: £2,040

Course fees cover registration, course materials, tuition and assessment.

LSFL course fees depend on the level and duration of courses: check all tuition fee rates for the current academic year here.

You may be eligible for tuition funding.

Registration

Next term start date: 20 September 2022

The module website will be available to registered students three days in advance of module start. Module sessions will be opened on a weekly basis to enable tutor-led, gradual progression through the study materials and continuous assessment.

Course registration is open, but please be aware that due to the increased demand it may take us longer to respond than usual.

Registration closes 10 September 2022 (places subject to availability)

Registration for current students:

ENROL

Registration for new students:

You have to register as an LSFL student to study this course.

REGISTER AS AN LSFL STUDENT

Future availability

Quantitative Finance and Financial Engineering starts three times a year – in January, May and September.

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English language requirements

There is no formal requirement to prove your English language proficiency to study our courses. If English is not your native or second language, or you would like to improve specialist language skills necessary for your profession, you may complete one of the following English language courses:  

English for Finance

Business English

A full range of our English language courses can be viewed here.

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