Financial Engineering covers the computation of the fair valuation and joint return distribution for the main asset classes of financial instruments.In particular, this course covers the following topics:
After the course you will obtain a Statement of Completion. Furthermore, you can choose to complete an optional code-based project that will count as one of the two Practical Projects towards the ARPM Certification.
Step 0 - Valuation axioms
Step 0 - Valuation models
Step 1 - Risk drivers identification
Step 2+3 - Quest for invariance & Estimation
Step 4 - Projection
Step 5 - Repricing