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Quant Marathon program

Courses

The Quant Marathon guides students through the ARPM Lab in seven all-encompassing, mutually exclusive, core learning courses.

Primers for Python and MATLAB are also available on demand.

This course prepares for the Financial Engineering module of the ARPM Certificate Body of Knowledge.

About quantitative finance: P and Q

Executive summary

Valuation foundations

Points of interest and pitfalls

Fundamental axioms

Fundamental theorem of asset pricing

Risk-neutral pricing

Capital asset pricing model framework

Covariance principle

Completeness

Equilibrium: pure capital asset pricing model

Arbitrage pricing theory

Intertemporal consistency

Fundamental axioms

Valuation as evaluation

Intertemporal consistency

The "Checklist": executive summary

Risk drivers identification

Equities

Currencies

Fixed-income

Derivatives

Credit

Insurance

Operations

Strategies

Case studies - Checklist: summary

Step 1. Risk drivers identification - Historical

Step 1. Risk drivers identification - Monte Carlo