#1
19th November 2015, 12:06 PM
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Financial Engineering Certificate
Hey buddy will you please get some information about the Certificate in Quantitative Finance so that I can easily go through it?
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#2
19th November 2015, 12:07 PM
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Re: Financial Engineering Certificate
Feel free buddy I will help you here to get the information about the Certificate in Quantitative Finance so that you can have idea. Here is the course structure which come under Certificate in Quantitative Finance 1. Building Blocks of Quantitative Finance Random Behavior of Assets Important Mathematical Tools and Results Taylor Series Central Limit Theorem Partial Differential Equations Transition Density Functions Fokker-Planck and Kolmogorov Stochastic Calculus and Itô’s Lemma Manipulating Stochastic Differential Equations Products and Strategies Martingale Fundamentals Martingale Advanced The Binomial Model for Asset Prices 2. Quantitative Risk & Regulation Modern Portfolio Theory Capital Asset Pricing Model Sharpe Ratio and Market Price of Risk Arbitrage Pricing Theory Portfolio Optimization for Portfolio Selection The Black-Litterman Model Risk Regulation and Basel III Value at Risk Impact of Risk Regulation on Investment and Trading Volatility Clustering & Other Stylized Facts Properties of Daily and High Frequency Asset Returns Volatility Models: the ARCH Framework Co-integration: Modeling Long-Term Relationships Finance 3. Equities & Currencies The Black-Scholes Model Hedging and the Greeks Option Strategies Early Exercise and American Options Finite-Difference Methods Monte Carlo Simulations Exotic Options Volatility Arbitrage Strategies Martingale Theory for Pricing Girsanov’s Theorem Advanced Greeks Derivatives Market Practice Advanced Volatility Modeling in Complete Markets Non-probabilistic Volatility Models Market-based Valuation of Equity Index Options Using Python 4. Fixed Income & Commodities Fixed-Income Products and Market Practices Yield, Duration and Convexity OIS Discounting Stochastic Spot-Rate Models Affine Stochastic Models Probabilistic Methods for Interest Rates Change of Numéraire Heath, Jarrow and Morton Calibration Data Analysis Libor Market Model SABR Model Monte Carlo Methods, Brownian Bridge, Advances Schemes Quasi-Monte Carlo Methods, Sobol and more Mathematica for Quantitative Finance Energy Derivatives: Speculation and Risk Management 5. Credit Products & Risk Structural Models Reduced-Form Model and the Hazard Rate Credit Risk and Credit Derivatives X-Valuation Adjustment (CVA, DVA, FVA, MVA) CDS Pricing, Market Approach Synthetic CDO Pricing Risk of Default, Structural and Reduced Form Implementation of Copula Models Statistical Methods for Estimating Default Probability Correlation Sensitivity and State Dependence NAG and Excel for Quantitative Finance 6. Advanced Electives Algorithmic Trading Advanced Computational Methods Advanced Risk Management and Regulation Advanced Volatility Modeling Advanced Portfolio Management Advanced Counterparty Credit Risk Modeling Here is the staff members of the programs Dr. Paul Wilmott Dr. Randeep Gug Dr. Riaz Ahmad Dr. Espen Gaarder Haug Dr. Peter Jaeckel Dr. Sébastien Lleo Address:- Fitch Learning London 4 Chiswell Street London EC1Y 4UP Phone:- +44 (0)207 496 8636 |