BOOTCAMP Quant Finance

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Topic
1 Functions   36 Discrete to Continuous Models and Intro to Stochastic Calculus
2 Functions Continued   37 Brownian Motion and Ito Calculus with Excel
      38 Expectation Pricing - Deriving BSM PDE in Continuous Settings
      39 Options Greeks «
3 Intro to Limits      
4 Differential Calculus   40  Monte Carlo Methods IV - Exotic Option Pricing
         
5 Functions - Solution Class   41 Monte Carlo Methods V - Pricing the Bermudan Style Options
6 Limits & Diff - Solution Class      
      42 Finite Difference Method of Option Pricing - I
7 Trigonometry   43 Finite Difference Method of Option Pricing - II
      44 Finite Difference Method - III : Implied Schemes & Fourier Stability Analysis
8 Taylor Series      
9 Integration   45 Markov Models : Stocastic Process & Markov Property
10 Numerical Techniques   46 Markov Chains I
11 Gradient Descent   47 Markov Chains II
      48 Time Homogeneous Two State Markov Model
      49 Time Homogeneous Multi-State Markov Jump I : Kolmogorov Forward
12 Differential Equation (Part-1) : 1st Order DE & Complex Number   50 Time Homogeneous Multi-state Markov Jump II : Kolmogorov Backward
13 Differential Equation (Part-2) : 2nd Order DE   51 Time Homogeneous Markov Model : Parameter Estimation & Credit Rating Migration
14 Multivariate Functions & Partial Differential Equation(PDE)   52 Time Inhomogeneous Markov Jump
         
15 Linear Algebra (Part-1)   53 Overview of Risk modelling
16 Matrix Algebra (Part-2)   54 Value at Risk I
      55 Value at Risk II
17 Probability Part-1 : Distributions   56 Value at Risk III
18 Probability Part-2 : Distributions   57 Value at Risk IV : Volatility Models - EWMA ARCH GARCH
19 Probability Part-3 : Normal vs Lognormal Distributions   58 Value at Risk V : Advance GARCH Models
20 Probability Part-4 : Beta & Gamma Dist and Parameter Estimation   59 Value at Risk VI : Historical VaR and EVT and MVT
      60 Value at Risk VII : Greeks & Option Portfolio
      61 Value at Risk VIII : Properties of Risk Measure and ES
21 Moments   62 Value at Risk IX : PCA
22 Joint Probability   63 Value at Risk X : Backtesting and PLA
23 Copula I - Theory      
24 Copula II   64 Introduction to Interest Rate Asset Class
25 Copula III   65 Interest Rate Asset Class : FRA & IRS
26 Copula I   66 Interest Rate Term Structure : Basics
27 Copula II   67 Short Rate Model & Bond Pricing I
      68 Short Rate Model & Bond Pricing II : Vasicek Model
28 Monte Carlo Methods I   69 Short Rate Model & Bond Pricing III : CIR ModelHo & Lee Model and Calibration"
29 Monte Carlo Methods II   70 Hull & White-1 Multi-Factor-Models & HJM Framework "
30 Monte Carlo Methods III   71 Application of HJM & PCA
31 MCS Variance Reduction   72 Valuation of Interest Rate Options : Caplet and Swaption
      73 Option Embedded Bonds
32  General Overview of Financial Instruments & Risks      
33  Discrete Models I      
34 Option Basics      
35  Discrete Models II      
         
         
         
         
         
         
         
         
ABOUT THE TRAINER

Satya is an IIT and IIM alumni with 8+ years of total work experience spanning across Financial Risk consulting and project management and strategy. Worked as SME and Lead in Various finance, risk, regulatory engagements and complex data migraflon project. Adept in BASEL, FRTB capital calculations, model development and machine learning.

Ans 1. Anyone with finance background like having studied some level of CFA FRM or actuaries can join this program.

Ans 2. Maths Primers and Python Primers have been included in the program, so no previous experience is expected.

Ans 3. This course is quite long & comprehensive only because we have covered the entire curriculum in 3 parts – theory discussion, visualisations in excel, practical implementation through hands-on session in excel & python

Ans 4. To get certificates you need to complete all topic wise assignments, master project and pass the Final exam.

Ans 5. You can take either 1 year access or lifetime access. Please note that lifetime access is chargeable extra

Ans 6 With this website we have integrated a customized P2T player that will allow you to play encrypted classes. There are no limitations on the number of views. Also the software is compatible with Windows, Mac, Android or iPhone

Ans 7. To interact with the trainer we have a dedicated forum ‘D-forum’. Any questions asked on D-forum are expected to be replied within 24 hours by trainers and team of moderators & experts.

Ans 8. Presently we are conducting exams in Aug mid and Jan mid. You can choose any of the cohort. In case you are not able to pass the exam in one go, you can re-book at a nominal charge

Ans 9. Every class is supported by One note files, Excel sheets & Python notebooks, Assignments and Quizzes, all these are available in the course section only.

Ans 10. You get Letter of Recommendation physically delivered to you within 60 days of passing the exam. LOR’s also mention the chosen specialisation with the project details.

 

Topic
1 Functions   36 Discrete to Continuous Models and Intro to Stochastic Calculus
2 Functions Continued   37 Brownian Motion and Ito Calculus with Excel
      38 Expectation Pricing - Deriving BSM PDE in Continuous Settings
      39 Options Greeks «
3 Intro to Limits      
4 Differential Calculus   40  Monte Carlo Methods IV - Exotic Option Pricing
         
5 Functions - Solution Class   41 Monte Carlo Methods V - Pricing the Bermudan Style Options
6 Limits & Diff - Solution Class      
      42 Finite Difference Method of Option Pricing - I
7 Trigonometry   43 Finite Difference Method of Option Pricing - II
      44 Finite Difference Method - III : Implied Schemes & Fourier Stability Analysis
8 Taylor Series      
9 Integration   45 Markov Models : Stocastic Process & Markov Property
10 Numerical Techniques   46 Markov Chains I
11 Gradient Descent   47 Markov Chains II
      48 Time Homogeneous Two State Markov Model
      49 Time Homogeneous Multi-State Markov Jump I : Kolmogorov Forward
12 Differential Equation (Part-1) : 1st Order DE & Complex Number   50 Time Homogeneous Multi-state Markov Jump II : Kolmogorov Backward
13 Differential Equation (Part-2) : 2nd Order DE   51 Time Homogeneous Markov Model : Parameter Estimation & Credit Rating Migration
14 Multivariate Functions & Partial Differential Equation(PDE)   52 Time Inhomogeneous Markov Jump
         
15 Linear Algebra (Part-1)   53 Overview of Risk modelling
16 Matrix Algebra (Part-2)   54 Value at Risk I
      55 Value at Risk II
17 Probability Part-1 : Distributions   56 Value at Risk III
18 Probability Part-2 : Distributions   57 Value at Risk IV : Volatility Models - EWMA ARCH GARCH
19 Probability Part-3 : Normal vs Lognormal Distributions   58 Value at Risk V : Advance GARCH Models
20 Probability Part-4 : Beta & Gamma Dist and Parameter Estimation   59 Value at Risk VI : Historical VaR and EVT and MVT
      60 Value at Risk VII : Greeks & Option Portfolio
      61 Value at Risk VIII : Properties of Risk Measure and ES
21 Moments   62 Value at Risk IX : PCA
22 Joint Probability   63 Value at Risk X : Backtesting and PLA
23 Copula I - Theory      
24 Copula II   64 Introduction to Interest Rate Asset Class
25 Copula III   65 Interest Rate Asset Class : FRA & IRS
26 Copula I   66 Interest Rate Term Structure : Basics
27 Copula II   67 Short Rate Model & Bond Pricing I
      68 Short Rate Model & Bond Pricing II : Vasicek Model
28 Monte Carlo Methods I   69 Short Rate Model & Bond Pricing III : CIR ModelHo & Lee Model and Calibration"
29 Monte Carlo Methods II   70 Hull & White-1 Multi-Factor-Models & HJM Framework "
30 Monte Carlo Methods III   71 Application of HJM & PCA
31 MCS Variance Reduction   72 Valuation of Interest Rate Options : Caplet and Swaption
      73 Option Embedded Bonds
32  General Overview of Financial Instruments & Risks      
33  Discrete Models I      
34 Option Basics      
35  Discrete Models II      
         
         
         
         
         
         
         
         

Satya is an IIT and IIM alumni with 8+ years of total work experience spanning across Financial Risk consulting and project management and strategy. Worked as SME and Lead in Various finance, risk, regulatory engagements and complex data migraflon project. Adept in BASEL, FRTB capital calculations, model development and machine learning.

Ans 1. Anyone with finance background like having studied some level of CFA FRM or actuaries can join this program.

Ans 2. Maths Primers and Python Primers have been included in the program, so no previous experience is expected.

Ans 3. This course is quite long & comprehensive only because we have covered the entire curriculum in 3 parts – theory discussion, visualisations in excel, practical implementation through hands-on session in excel & python

Ans 4. To get certificates you need to complete all topic wise assignments, master project and pass the Final exam.

Ans 5. You can take either 1 year access or lifetime access. Please note that lifetime access is chargeable extra

Ans 6 With this website we have integrated a customized P2T player that will allow you to play encrypted classes. There are no limitations on the number of views. Also the software is compatible with Windows, Mac, Android or iPhone

Ans 7. To interact with the trainer we have a dedicated forum ‘D-forum’. Any questions asked on D-forum are expected to be replied within 24 hours by trainers and team of moderators & experts.

Ans 8. Presently we are conducting exams in Aug mid and Jan mid. You can choose any of the cohort. In case you are not able to pass the exam in one go, you can re-book at a nominal charge

Ans 9. Every class is supported by One note files, Excel sheets & Python notebooks, Assignments and Quizzes, all these are available in the course section only.

Ans 10. You get Letter of Recommendation physically delivered to you within 60 days of passing the exam. LOR’s also mention the chosen specialisation with the project details.