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?

[Shaleen]

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