The course “Financial Engineering” covers the computation of the fair price and the future 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.
Quantitative finance: introduction
Step 0: Valuation
Step 0: Valuation continued
The Checklist: Step 1 - Risk drivers identification
The Checklist: Step 2 - Quest for invariance
The Checklist: Step 3 - Estimation
The Checklist: Step 4 - Projection
The Checklist: Step 5 - Repricing