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o v a o n

 conom cs an   ever c ang ng  uman 

behaviour

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e n on:

Refers to the concept of  

me

Money s

And how they are interrelated

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Value of  money (and everything) depends on 

m ng

 

Inflation 

 

Time preference for consumption

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  ar y con r u ons o   a ema cs  o 

Finance

From 

theory 

to 

Multi‐

billion 

Dollar 

Practice 

in 

wo years

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1900 Dissertation

 

(a) (a) Continuous time stochastic 

process

(b) Option‐Pricing

Before 1950s discounting‐ to calc present values of  

future cash‐flows

Mid 1950s (a)Portfolio selection

(b) Capital Asset pricing model

1970s Fisher Black & Myron Scholes – Option 

pricing  model

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  o e o   a ema c ans  n  nance

 dominated by a new breed of highlymathematical traders, known as quantitative

ana ys s or quan s .

http://news.bbc.co.uk/2/hi/business/7109805.stm

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Quantitative Analyst – Finance – CambridgeCambridge, Cambridgeshire

ompany: ear u e onsu t ng

Salary: Generous Base based on experience + bonus

learnin al orithms ortfolio theor statistics or a lied mathematics.

Whilst experience in, or knowledge of finance theory would be highlyuseful, it is not essential. Programming will be an integral part of your job

and you should have experience any of the following: C, C++, C#, Java,, er or a a . , c or c egree n a ompu er c ence,

Mathematics, Physic

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Quant Analyst/Developer - Global Investment Bank - Singapore

A leading global investment bank currently has an opportunity for a quantitativeanalyst/developer. You will be joining the high-frequency options trading

group and key duties will include working and developing high-performanceva uat on mo e s an var ous ot er g -pro e pro ects.

Other aspects of the role include working on areas such as vanilla equityoptions, real-time automated trading systems and risk/profitabilityanalysis.

This is an exciting and varied role, with scope to progress within the company.You will also have the chance to work with a range of complex business areasand technologies.

Successful candidates will have solid quant development/analysis experience,with exposure to Equity or FX.

Candidates will need excellent C++ skills.

If you feel you are suited to this role please send your CV to Nadia Abdulla atn.abdulla@orgtel.com or call me on 0207 337 2323 for further details

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Pricing Manager ( Client Rel )

  , ,. Able to deal with multiple changes and corrections of managementrequest ·Tertiary education in Marketing, Finance, Mathematics orStatistics. · At least 5years working experience in marketing or finance-related field. · Must love working with numbers / spreadsheets. · Strong

English, written ...From: Dell - 4 days 16 hours ago Email More

Banking - Corporate Banking, Credit Analysis, Loan

PeopleSearch (Malaysia, Malaysia)

Candidate must possess at least a Bachelor's Degree, ProfessionalDegree or Master's Degree in Mathematics, Economics,

• Required skill(s): Strong ... 2 year(s) of working experience in therelated field is required for this position. • Executives specializing in

Finance - Corporate ...

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Stock markets:

 

New 

York, 

London, 

Tokyo Bond markets: deal in Government and other bonds  urrency  ar e s  ore gn  xc ange  ar e s:

where currencies are bought and sold  

where physical assets eg. Oil, gold, copper are 

traded

Future  and Options Markets:where derivative products are traded

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 ‐ 1   r c ng o   er va ves

‐ 2) Hedging strategies for derivatives

 ‐ 3   s   managemen   o   por o os

‐

4) 

Portfolio 

optimization ‐ 5   o e   c o ce o   ca ra on

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TASK: (Class period Tuesday- output Thursday)Explain each of the above. Illustrate with(graphs/webpage/newspaper etc). (Min. 5/group - Max.6/group).

Equities ‐ Dividends Commo ities Currencies – exchange rate, foreign exchange Indices

Forwards & Futures Contract ‐No abitrage Hedging

Financial derivatives Conventional vs. Islamic Finance 13

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 ‐ or genera   nanc a   news: 

www.bloomberg.com, reuters, the EDGE

 ‐ a s ree   ourna ,  nanc a   mes e c.

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