Onsite or via live stream
Intensive onsite training on data science for finance, quantitative risk modeling and portfolio construction
New York, August 10 - 15 2020
The same program as the Quant Bootcamp, delivered in one single online course at your own pace, and enhanced by practice sessions in the Lab
In-depth, master-level online program modern quantitative finance in 4 core courses, with emphasis on data science
Body of Knowledge
Financial Engineering for Investment
- the standard financial engineering materials on risk-neutral valuation for derivatives (Black-Scholes, martingales, etc.)
- non-linear actuarial pricing (distortion measures, risk premium arguments, etc.)
- company/deal valuation, typically more tied to the investment banking and strategic consulting professions (discounted cash flows, comparable analysis, etc.).
This module also covers the connections between valuation, instrument-specific sensitivities (the "Greeks") and the different risk factors in the market.
Finally, this module covers the techniques (Monte Carlo full repricing, analytical approximations, etc.) to model the value of the different instruments at the future investment horizon, in addition to their present value.