Quantitative Financial Modeling

In previous years, Quantitative Finance has become an extremely essential and famous field for executives and professionals from all over the world. All major investment houses are displaying utmost interest in this field as they try to leverage their efforts and work as hard as possible to improve their trading record.

ABOUT THE COURSE

Quantitative Finance, even though is inspired and related to the field of economics, but the concepts or the fundamentals are studied and the work is done more from an applied perspective. Quantitative finance is the discipline wherein attempts to study the financial and investment decisions is done using mathematical models.

The objective of the dedicated course in Quantitative Finance is to guide top level executives so they are able to progress in today’s global financial sector that is symbolized by constant change and innovation.

TARGET AUDIENCE

This program is considered to be tailor-made to suit the needs of:

• Risk Managers
• Financial Engineers
• Asset Managers
• Fund Managers
• Risk Associates
• Equity Traders
• Portfolio Managers
• Other executives currently working in the related fields where Quantitative Financial Modeling skills are needed

CAREER BENEFITS

This specialized program is needed to develop an understanding of:

• Relevance of advanced applications of distributions in the field of quantitative financial modeling
• Develop an in-depth understanding of the valuation of complex financial products: Options & Fixed Income Instruments.
• The course aims to cover and study the essential concepts of statistical models in Finance
• Understanding the nuance of modeling in the field of risk management.

PRE- REQUISITES

There are no prerequisites for the program, however, a basic understanding of finance and its concepts will help the participant to gain more from the program.

COURSE CURRICULUM   

MODULE 1: Understanding the Application of Frequency & the Severity Distributions in the domain of Quant Modeling:

• Understanding the need for the valuation of companies 
• Understanding the need for Value Drivers & Cash Flow Modeling
• The essential Building Blocks for Valuation

MODULE 2: Application of Frequency & Severity Distributions in the subject of Quant Modeling

• Criterion used in the selection of modules 
• Techniques used in the process of parameter estimation

MODULE 3: Understanding the valuation for Financial Products (Options)

• Understanding the various Financial Products 
• Understanding diverse algorithms of valuations
• Understanding the Financial Products

MODULE 4: Modeling Interest Rates and Fixed Income Products

• Understanding the Fixed Income Products and their Analysis 
• Deriving of Spot & Forward Rates
• Understanding Spreads and Shifts and movements in the Yield Curvature
• Measuring the Risk associated with Bonds: Conducting Factor Sensitivities
• Learning about the Valuation Process for Bonds with Options

MODULE 5: Conducting Advanced Regression Analysis

• Understanding the Foundations and learning about Simple Linear Regression and Multiple Linear Regression
• Constructing a Multivariate Linear Regression Model

MODULE 6: Understanding the Volatilities of modeling with Time Series Data

• Understanding about different and various types of Volatility 
• Estimate the Volatility with Time Series Data