Primer Modules: Optional
Overview of Finance Industry
- Basic Building Block of Finance and Financial Institutions : Global Perspective
- Capital Markets
- Debt Markets
- Derivatives Markets
Financial Mathematics
- Linear Algebra
- Differential Calculus
- Integral Calculus
- Ordinary Differential Equations
Probability & Statistics
- Basic Probability& Application
- Probability Distributions
- Statistics
Basic Programming
- MS Excel VBA
- Python/R
Student Need to Attend Primer Test after completion of the above modules.
Module A: Applied Mathematical Finance in MS Excel VBA/Python/R
Introduction to Financial Engineering
- Financial Economics
- Building Block of Finance
- Fundamentals of Risk & Return Theory
- Products and Strategies
- Fixed –Income Securities Mathematics
- Brief History of Option Pricing
- Options Fundamentals and Fundamentals behind the Pricing and Valuations
- Types of Options
Financial Mathematics
- Probability Theory
- (Negative Probability in Finance, Nowhere Found Otherwise in General. Inputs from Direct interaction with World leading experts
- Martingales
- Stochastic Processes
- Brownian Motion/Wiener Process
- Stochastic Calculus
- Applied Ito Calculus
- Measure Theory
- Girsanov Theorem
- Radon-Nikodym Theorem
- Binomial Model
- Black-Scholes-Merton Model
- Beyond Black Scholes (Real World )
- Advanced Greeks(Common BSM Myths busted!) Direct Inputs from the faculty Interaction with the leading experts of the world
Financial Econometrics
- Time Series Analysis
- Co-Integration &Regression Analysis
- Volatility Modeling(Advanced)
- Calibration and Data Analysis
Numerical Methods
- Numerical Methods for Partial Differential Equations
- Random Numbers
- Monte Carlo Simulation Method
- Advanced Monte Carlo Techniques Insights & approach from the direct faculty interaction with the world legend e.g. Dr.Peter Jaeckel,Oxford University, Pioneer of the field.
Student Need to Attend Module A Test Paper after completion of the above modules.
Module B: Derivatives Valuation, Risk & Portfolio Analytics: Market, Credit, Investment, Operational Risk
Derivative Valuation
- Equity Derivatives (Unconventional Aspects Included)-Stochastic Modeling
- Fixed Income Products,Currency& Commodity Derivatives-Stochastic Modeling
- Stochastic Interest Rate Derivatives Modeling
- Exotic Options
- Credit Derivatives Pricing&Intensity Modeling PD,LGDindustry wide models(Statistical,Structutral& Stochastic) and other terms using latest industry approaches, Valuation,CVA,DVA,FVA – Stochastic modeling
Risk & Portfolio Analytics(Practitioner’s approach)
- Financial Risks(Market ,Credit,Investment,Operational)
- Value-at-Risk and Expected Shortfall, Tail Risk,
- Higher Order Stress Testing, Anti-fragility,Model Validation
- Latest Developments in the Industry.
- Monte Carlo Simulation Application
- Advanced Portfolio Management (Quantitative )
Operations& Regulation
- Latest Regulations
- Basel Norms
- FRTB and more
Student Need to Attend Module B Test Paper after completion of the above modules.
Module C: Project & Industry Networking
- Live Projects
- Placement Assistance & Industry Live Sessions
- Networking with Senior Level Mgmt. at international platform.
Student Need to Attend Module C Test Paper and submit project report after completion of the above modules.
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