BOOTCAMP QFM

 

Sln Topics Details
01

Module 1 - Capital Market Expectations

Macroeconomic Forecasts using Time Series analysis (EXCEL)
02

Module 2 – Asset Returns Prediction

Modelling returns of Bond, Equity, Commodity & Wage rates using Vector Auto Regression (EXCEL)
03

Module 3 – Forecast Cycles – Boom or Recession

Predicting State of Economy using Logit & Probit Regression (EXCEL)
04

Module 4 – Modelling Correlated variables using Simulations & Copulas

Simulating Macroeconomic scenarios (ESG), State of Economy and Asset returns using Monte Carlo Simulation and Cholesky Decomposition (EXCEL)
05

Module 5 – Yield curve fitting

Curve Fitting using Cubic Polynomials (EXCEL)
06

Module 6 – Asset Fund Modelling

Modelling Asset fund under various asset allocation plans (EXCEL)
07

Module 7 – Understanding Actuarial Assumptions

Mortality Tables, Plan Contribution, Defined Benefit Liabilities (EXCEL)
08

Module 8 – Liability Modelling

Modelling liabilities for a Pension Fund (EXCEL)
09

Module 9 – Sensitivity Analysis

Calculating Duration & Convexity of Bond Portfolio (EXCEL)
10

Module 10 – Funding Ratio

Modelling Fund Assets & Fund Liabilities to calculate Funding Ratio
11

Module 11 – Asset Allocation Plans

Liability Replicating Portfolio, Optimum asset allocation using Efficient frontier
12

Module 12 – Economic Capital Requirements

Calculating Market Risk, Credit Risk, Operational Risk & Economic Risk Capital

ABOUT THE TRAINER

No content

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.

 

Sln Topics Details
01

Module 1 - Capital Market Expectations

Macroeconomic Forecasts using Time Series analysis (EXCEL)
02

Module 2 – Asset Returns Prediction

Modelling returns of Bond, Equity, Commodity & Wage rates using Vector Auto Regression (EXCEL)
03

Module 3 – Forecast Cycles – Boom or Recession

Predicting State of Economy using Logit & Probit Regression (EXCEL)
04

Module 4 – Modelling Correlated variables using Simulations & Copulas

Simulating Macroeconomic scenarios (ESG), State of Economy and Asset returns using Monte Carlo Simulation and Cholesky Decomposition (EXCEL)
05

Module 5 – Yield curve fitting

Curve Fitting using Cubic Polynomials (EXCEL)
06

Module 6 – Asset Fund Modelling

Modelling Asset fund under various asset allocation plans (EXCEL)
07

Module 7 – Understanding Actuarial Assumptions

Mortality Tables, Plan Contribution, Defined Benefit Liabilities (EXCEL)
08

Module 8 – Liability Modelling

Modelling liabilities for a Pension Fund (EXCEL)
09

Module 9 – Sensitivity Analysis

Calculating Duration & Convexity of Bond Portfolio (EXCEL)
10

Module 10 – Funding Ratio

Modelling Fund Assets & Fund Liabilities to calculate Funding Ratio
11

Module 11 – Asset Allocation Plans

Liability Replicating Portfolio, Optimum asset allocation using Efficient frontier
12

Module 12 – Economic Capital Requirements

Calculating Market Risk, Credit Risk, Operational Risk & Economic Risk Capital

No content

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.