Quantitative Financial Modeling

BY
Edupristine

Mode

Online

Fees

₹ 10000

Quick Facts

particular details
Medium of instructions English
Mode of learning Self study, Virtual Classroom
Mode of Delivery Video and Text Based

Course and certificate fees

Fees information
₹ 10,000
certificate availability

Yes

certificate providing authority

Edupristine

The syllabus

Module 1: Application of Frequency and Severity Distributions in Quant Modeling

  • Why do we value companies?
  • Value drivers and cash flow modeling
  • The key building blocks of valuation

Module 2: Application of Frequency and Severity Distributions in Quant Modeling

  • Model Selection Criterion
  • Parameter Estimation Techniques

Module 3: Valuation of Financial Products (Options)

  • Understanding Financial Products
  • Learning different algorithms of valuing Financial Products

Module 4: Modeling Interest Rates and Fixed Income Products

  • Fixed income products and analysis
  • Deriving spot rates and forward rates
  • Understanding the spreads, and shifts in yield curvature
  • Measuring Risks in Bonds: Factor Sensitivities
  • Valuation process of bonds with options

Module 5: Advanced Regression Analysis

  • Foundations and simple linear regression, multiple linear regression
  • Building multivariate linear regression model

Module 6: Modeling Volatilities using Time Series Data

  • Learning about different types of volatility
  • Estimating volatility using time series data

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