CERTIFIED APPLIED QUANTITATIVE FINANCE(CAQF)

COURSE DESCRIPTION

CAQF provides in-depth, practical training in Mathematical Finance, Financial Modeling, Derivatives and Risk Management. The CAQF is unique in its approach and commitment to the field of real-world quantitative finance.


COURSE COLLATERALS AND HIGHLIGHTS

  • Backtester in Excel for various technical trading strategies
  • Financial Engineering tools and methodologies
  • Monte Carlo Simulators
  • Black Scholes Pricer
  • Pricers for Path dependant options
  • Prices for basket products
  • CDS and CDO prices
  • Volatility Models
  • Model Calibration Frameworks


COURSE OBJECTIVES

  • Prepare for a career in quantitative roles in Investment Banking, Commercial Banks, Analytics firms, Rating Agencies and Funds
 Fast Facts

 Certified by :
 Moody’s Analytics and EduEdgePro

 Broad Coverage:
  • Overview of Derivatives Products
  • Quantitative method in finance
  • Applied Financial Econometrics
  • Fundamentals of Quantitative Finance
  • Black-Scholes Framework and Extensions
  • Quantitative Modelling in Derivative Pricing
  • Applied Quantitative Finance
  • Advanced Option
  • Quantitative Risk

Mode of Delivery

Price

Duration
Offline Training
(Classroom)

Rs. 30,000 plus
taxes

50 Hours


E-Learning


Rs. 5,000 plus
taxes

30 Hours


Customized In-house
Group Training
Contact us


Customized


  • Hands-on training on Quantitative Models, Financial Engineering and Financial Analytics tools and modeling through excel-VBA and R programming
  • Learn how to price, hedge and structure Derivatives on varied asset classes such as Equities, Fixed Income, FX and Credit
  • Learn how to apply Quantitative Methods to Finance
  • Learn how to apply to Financial Econometrics models to financial datasets
  • Learn Stochastic Calculus to understand building blocks of Pricing Derivatives
  • Understand Pricing Frameworks for valuing Derivatives including Black Scholes and Extensions, Binomial Models and Risk Neutral Pricing
  • Learn extensions to Black Scholes and how to value Exotic Derivatives
  • Learn Option sensitivities (Greeks) and Dynamic Hedging
  • Understand Volatility Models and how to extend to Stochastic Volatility Models
  • Apply default probability concepts to Applied Quantitative Risk Modeling
  • Apply Monte Carlo simulations pricing Baskets and Path dependent options


WHO SHOULD ATTEND

This program is extremely useful for participants who want to build careers as

  • Quantitative Analysts
  • Quantitative Researchers
  • Derivatives Strategists
  • Financial Analysts
  • Investment Management Analysts
  • Structurers
  • Risk Managers
  • Sales-Traders
  • Quantitative Developers


DETAILED CURRICULUM

Section 1 - Overview of Derivatives Products

  • Forward and Futures Contracts
  • Options Contracts – Markets and Mechanics
  • Equity Derivatives
  • Fixed Income Derivatives
  • Credit Derivatives

Section 2 - Quantitative Methods in Finance

  • Probability Theory
  • Distributions for Financial Markets
  • Statistics for Empirical Distributions
  • Applied Estimation and Hypothesis Testing
  • Financial Economics and Applications to Portfolio Theory
  • Numerical Methods/Optimization in Finance

Section 3 - Applied Financial Econometrics

  • Classical Linear Regression Model and Applications
  • Problems with Regression and Solutions
  • Factor Models
  • Classical Models of Volatility and Correlation
  • Time Series Analysis and Models
  • Forecasting and Model Evaluation

Section 4 - Fundamentals of Quantitative Finance

  • Mathematical Preliminaries
  • Brownian Motion, Poisson Process
  • Martingales, EMMs
  • Ito’s Lemma for single assets
  • Ito’s Lemma for multi-asset products
  • Default Probability Analytics
  • Risk Neutral Pricing

Section 5 - Black-Scholes Framework and Extensions

  • Introduction to Black Scholes
  • Return Form of Asset Pricing
  • PDE approach for Derivatives pricing
  • Black Scholes Framework
  • Extension to Black Scholes
  • Stochastic Volatility models
  • Jump Diffusion Models

Section 6 - Quantitative modelling for Derivatives Pricing

  • Modeling Implied Volatility and Surfaces
  • Derivatives Pricing Approaches
  • Monte Carlo Simulations
  • Simulations for correlated assets
  • Calibrating Quantitative Models
  • HJM and LIBOR Market models for Fixed Income
  • Gaussian Copula Models for Credit Derivatives

Section 7 - Advanced Options

  • Pricing Models for Exotic Options
  • Framework for Advanced Options Strategies
  • Engineering Option Structures
  • Option Greeks for Strategies
  • Dynamic Hedging

Section 8 - Applied Quantitative Finance

  • Financial Engineering and Applications to Structured Products
  • Fixed Income Models and Calibration
  • Volatility Models and Strategies
  • Quantitative Investment Modeling
  • Risk Management and Modeling
  • Algorithmic Trading and Market Microstructure

Section 9 - Quantitative Risk

  • Risk Analytics & Modeling
  • Simulations & Risk
  • VaR Modeling
  • Portfolio Risk Analytics
  • Default Modeling
  • Credit Portfolio Modeling
  • Structured Credit

MODES OF DELIVERY

  • A. CLASSROOM TRAINING
  • B. E-LEARNING
  • C. CUSTOMISED IN-HOUSE TRAINING FOR A GROUP

Let us bring our classes to you! Our in-house training is ideal for groups of 10 or more people. We can provide Off-the-shelf training in the form of our classic courses, or we can provide bespoke training, tailored to your organizational goals and objectives. Please contact us for further details.</p>

L'objectif du therapeute est de travailler votre estime de http://nephro2015.fr/viagra-acheter-pharmacie.htm viagra acheter pharmacie vous mais egalement votre rapport a la nourriture. Pour que celui-ci ne soit plus un blocage, http://www.hestia-cuisine.com/propecia-france.html achat propecia en ligne vous pouvez essayer de le detendre en lui faisant un massage ou en le rassurant sur ses performances.

“Decidiamo se abbiamo abbastanza informazioni per avviare un’inchiesta o no. Una volta kamagra prezzo in farmacia Cagliari esposti i rimedi da evitare, vi indicheremo quali sono gli esercizi che vi possono realmente aiutare per suhagra online 24pharmstore ritardare la vostra eiaculazione. Trovo la cosa molto mortificante e imbarazzante. L’eiaculazione prezzo cialis in italia precoce, ha spiegato il senatore d’anna, è naturale. Si tratta di una pratica molto https://farmaciano1.com/comprare-generic-viagra/ generic viagra prezzo senza ricetta Giugliano in Campania apprezzata dalle donne visto che possono guidare i movimenti del partner, provando una sensazione di fusione totale.

 Cheap Jerseys Elite