.

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.

Q1. What are the pre-requisites to this course?

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

Q2. Can I join this program if I have little maths background or coding experience?

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

Q3. This course covers only theory or models as well?

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

Q4. What is the criteria to get certificate?

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

Q5. What is the validity of access of videos?

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

Q6. Are the videos downloadable or how would the videos play?

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

Q7. Can we interact with the trainer in case of doubts?

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.

Q8. When can we schedule the exam?

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

Q9. Will I be provided any materials?

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.

Q10. How do I get the Letter of Recommendation?

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 | |||

Q1. What are the pre-requisites to this course?

Q2. Can I join this program if I have little maths background or coding experience?

Q3. This course covers only theory or models as well?

Q4. What is the criteria to get certificate?

Q5. What is the validity of access of videos?

Q6. Are the videos downloadable or how would the videos play?

Q7. Can we interact with the trainer in case of doubts?

Q8. When can we schedule the exam?

Q9. Will I be provided any materials?

Q10. How do I get the Letter of Recommendation?

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