The QUANT FINANCE includes four all-encompassing, mutually exclusive, core learning courses that cover all of the topics of the BootCamp Lab, plus several refresher topics for preparation purposes.

Topic | ||||

1 | Class 1 - Functions | 39 | Class 31 - Discrete to Continuous Models and Intro to Stochastic Calculus | |

2 | Class 2 - Functions Contd | 40 | Class 32 - Brownian Motion and Ito Calculus with Excel | |

3 | Hands-on session1 - Functions | 41 | Class 33 - Expectation Pricing - Deriving BSM PDE in Continuous Settings | |

42 | Class 34 - Options Greeks « | |||

4 | Class 3 - Intro to Limits | |||

5 | Class 4 - Differential Calculus | 43 | Class 35 - Monte Carlo Methods IV - Exotic Option Pricing | |

44 | Hands-on session7 - MCS Exotic Option Pricing | |||

6 | Assignment 1 Functions - Solution Class | 45 | Class 36 - Monte Carlo Methods V - Pricing the Bermudan Style Options | |

7 | Assignment 2 Limits & Diff - Solution Class | |||

46 | Class 37 - Finite Difference Method of Option Pricing - I | |||

8 | Class 5 - Trigonometry | 47 | Class 38 - Finite Difference Method of Option Pricing - II | |

48 | Class 39 - Finite Difference Method - III : Implied Schemes & Fourier Stability Analysis | |||

9 | Class 6 - Taylor Series | |||

10 | Class 7 - Integration | 49 | Class 40 - Markov Models : Stocastic Process & Markov Property | |

11 | Class 8 - Numerical Techniques | 50 | Class 41 - Markov Chains I | |

12 | Class 9 - Gradient Descent | 51 | Class 42 - Markov Chains II | |

13 | Hands-on session2 - All Previous Calculus Topics | 52 | Class 43 - Time Homogeneous Two State Markov Model | |

53 | Class 44 - Time Homogeneous Multi-State Markov Jump I : Kolmogorov Forward | |||

14 | Class 10 - Differential Equation (Part-1) : 1st Order DE & Complex Number | 54 | Class 45 - Time Homogeneous Multi-state Markov Jump II : Kolmogorov Backward | |

15 | Class 11 - Differential Equation (Part-2) : 2nd Order DE | 55 | Class 46 - Time Homogeneous Markov Model : Parameter Estimation & Credit Rating Migration | |

16 | Class 12 - Multivariate Functions & Partial Differential Equation(PDE) | 56 | Class 47 - Time Inhomogeneous Markov Jump | |

17 | Class 13 - Linear Algebra (Part-1) | 57 | Class 48 - Overview of Risk modelling | |

18 | Class 14 - Matrix Algebra (Part-2) | 58 | Class 49 - Value at Risk I | |

59 | Class 50 - Value at Risk II | |||

19 | Class 15 - Probability Part-1 : Distributions | 60 | Class 51 - Value at Risk III | |

20 | Class 16 - Probability Part-2 : Distributions | 61 | "Class 52 - Value at Risk IV : Volatility Models - EWMA ARCH GARCH | |

21 | Class 17 - Probability Part-3 : Normal vs Lognormal Distributions | 62 | Class 53 - Value at Risk V : Advance GARCH Models | |

22 | Class 18 - Probability Part-4 : Beta & Gamma Dist and Parameter Estimation | 63 | Class 54 - Value at Risk VI : Historical VaR and EVT and MVT | |

23 | Hands-on session3 - Parameter Estimation | 64 | Class 55 - Value at Risk VII : Greeks & Option Portfolio | |

65 | Class 56 - Value at Risk VIII : Properties of Risk Measure and ES | |||

24 | Class 19 - Moments | 66 | Class 57 - Value at Risk IX : PCA | |

25 | Class 20 - Joint Probability | 67 | Class 58 - Value at Risk X : Backtesting and PLA | |

26 | Class 21 - Copula I - Theory | |||

27 | Class 22 - Copula II | 68 | Class 59 - Introduction to Interest Rate Asset Class | |

28 | Class 23 - Copula III | 69 | Class 60 - Interest Rate Asset Class : FRA & IRS | |

29 | Hands-on session4 - Copula I | 70 | Class 61 - Interest Rate Term Structure : Basics | |

30 | Hands-on session5 - Copula II | 71 | Class 62 - Short Rate Model & Bond Pricing I | |

72 | Class 63 - Short Rate Model & Bond Pricing II : Vasicek Model | |||

31 | Class 24 - Monte Carlo Methods I | 73 | "Class 64 - Short Rate Model & Bond Pricing III : CIR ModelHo & Lee Model and Calibration" | |

32 | Class 25 - Monte Carlo Methods II | 74 | "Class 65 - Hull & White-1 Multi-Factor-Models & HJM Framework " | |

33 | Class 26 - Monte Carlo Methods III | 75 | Class 66 - Application of HJM & PCA | |

34 | Hands-on session6 - MCS Variance Reduction | 76 | Class 67 - Valuation of Interest Rate Options : Caplet and Swaption | |

77 | Class 68 - Option Embedded Bonds | |||

35 | Class 27 - General Overview of Financial Instruments & Risks | |||

36 | Class 28 - Discrete Models I | 78 | Class 69 - CCR : Introduction | |

37 | Class 29 - Option Basics | 79 | Class 70 - CCR : Margin and Collateral | |

38 | Class 30 - Discrete Models II | 80 | Class 71 - CCR : Margin Calculation |

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 | Class 1 - Functions | 39 | Class 31 - Discrete to Continuous Models and Intro to Stochastic Calculus | |

2 | Class 2 - Functions Contd | 40 | Class 32 - Brownian Motion and Ito Calculus with Excel | |

3 | Hands-on session1 - Functions | 41 | Class 33 - Expectation Pricing - Deriving BSM PDE in Continuous Settings | |

42 | Class 34 - Options Greeks « | |||

4 | Class 3 - Intro to Limits | |||

5 | Class 4 - Differential Calculus | 43 | Class 35 - Monte Carlo Methods IV - Exotic Option Pricing | |

44 | Hands-on session7 - MCS Exotic Option Pricing | |||

6 | Assignment 1 Functions - Solution Class | 45 | Class 36 - Monte Carlo Methods V - Pricing the Bermudan Style Options | |

7 | Assignment 2 Limits & Diff - Solution Class | |||

46 | Class 37 - Finite Difference Method of Option Pricing - I | |||

8 | Class 5 - Trigonometry | 47 | Class 38 - Finite Difference Method of Option Pricing - II | |

48 | Class 39 - Finite Difference Method - III : Implied Schemes & Fourier Stability Analysis | |||

9 | Class 6 - Taylor Series | |||

10 | Class 7 - Integration | 49 | Class 40 - Markov Models : Stocastic Process & Markov Property | |

11 | Class 8 - Numerical Techniques | 50 | Class 41 - Markov Chains I | |

12 | Class 9 - Gradient Descent | 51 | Class 42 - Markov Chains II | |

13 | Hands-on session2 - All Previous Calculus Topics | 52 | Class 43 - Time Homogeneous Two State Markov Model | |

53 | Class 44 - Time Homogeneous Multi-State Markov Jump I : Kolmogorov Forward | |||

14 | Class 10 - Differential Equation (Part-1) : 1st Order DE & Complex Number | 54 | Class 45 - Time Homogeneous Multi-state Markov Jump II : Kolmogorov Backward | |

15 | Class 11 - Differential Equation (Part-2) : 2nd Order DE | 55 | Class 46 - Time Homogeneous Markov Model : Parameter Estimation & Credit Rating Migration | |

16 | Class 12 - Multivariate Functions & Partial Differential Equation(PDE) | 56 | Class 47 - Time Inhomogeneous Markov Jump | |

17 | Class 13 - Linear Algebra (Part-1) | 57 | Class 48 - Overview of Risk modelling | |

18 | Class 14 - Matrix Algebra (Part-2) | 58 | Class 49 - Value at Risk I | |

59 | Class 50 - Value at Risk II | |||

19 | Class 15 - Probability Part-1 : Distributions | 60 | Class 51 - Value at Risk III | |

20 | Class 16 - Probability Part-2 : Distributions | 61 | "Class 52 - Value at Risk IV : Volatility Models - EWMA ARCH GARCH | |

21 | Class 17 - Probability Part-3 : Normal vs Lognormal Distributions | 62 | Class 53 - Value at Risk V : Advance GARCH Models | |

22 | Class 18 - Probability Part-4 : Beta & Gamma Dist and Parameter Estimation | 63 | Class 54 - Value at Risk VI : Historical VaR and EVT and MVT | |

23 | Hands-on session3 - Parameter Estimation | 64 | Class 55 - Value at Risk VII : Greeks & Option Portfolio | |

65 | Class 56 - Value at Risk VIII : Properties of Risk Measure and ES | |||

24 | Class 19 - Moments | 66 | Class 57 - Value at Risk IX : PCA | |

25 | Class 20 - Joint Probability | 67 | Class 58 - Value at Risk X : Backtesting and PLA | |

26 | Class 21 - Copula I - Theory | |||

27 | Class 22 - Copula II | 68 | Class 59 - Introduction to Interest Rate Asset Class | |

28 | Class 23 - Copula III | 69 | Class 60 - Interest Rate Asset Class : FRA & IRS | |

29 | Hands-on session4 - Copula I | 70 | Class 61 - Interest Rate Term Structure : Basics | |

30 | Hands-on session5 - Copula II | 71 | Class 62 - Short Rate Model & Bond Pricing I | |

72 | Class 63 - Short Rate Model & Bond Pricing II : Vasicek Model | |||

31 | Class 24 - Monte Carlo Methods I | 73 | "Class 64 - Short Rate Model & Bond Pricing III : CIR ModelHo & Lee Model and Calibration" | |

32 | Class 25 - Monte Carlo Methods II | 74 | "Class 65 - Hull & White-1 Multi-Factor-Models & HJM Framework " | |

33 | Class 26 - Monte Carlo Methods III | 75 | Class 66 - Application of HJM & PCA | |

34 | Hands-on session6 - MCS Variance Reduction | 76 | Class 67 - Valuation of Interest Rate Options : Caplet and Swaption | |

77 | Class 68 - Option Embedded Bonds | |||

35 | Class 27 - General Overview of Financial Instruments & Risks | |||

36 | Class 28 - Discrete Models I | 78 | Class 69 - CCR : Introduction | |

37 | Class 29 - Option Basics | 79 | Class 70 - CCR : Margin and Collateral | |

38 | Class 30 - Discrete Models II | 80 | Class 71 - CCR : Margin Calculation |