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.


  • 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


  • 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


Offline Training

Rs. 30,000 plus

50 Hours


Rs. 5,000 plus

30 Hours

Customized In-house
Group Training
Contact us


  • 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


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


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



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>

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