BOOTCAMP Quant Finance

At a Glance

Machine Learning (English)

New AGE Excel

Sustainability Climate Risk

Deep Quant Finance

Credit Risk Modelling Platinum

Market and CPD Risk Platinum

Stats for Finance

Market and CPD Risk Gold

Python for Credit Risk

Quant Finance

FDP (Hindi)

Credit Risk Modelling Gold

ICAAP, ILAAP and Basel

Bonds Techno Funda

BROCHURE

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