Course 4: Financial Engineering
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:
- Valuation across financial instruments, including linear pricing theory foundations, risk-neutral valuation for derivatives, capital asset pricing framework.
- Identification, modeling and forecasting of key risk drivers for the returns of equities, fixed income, derivatives, credit, high frequency, foreign exchange
- Repricing techniques: Monte Carlo full repricing, analytical Greeks approximations
For a detailed list of topics, refer to the Syllabus here below (expand the dropdown).
You can choose to complete an optional project at the end of this course that will count as the Practical Project towards the attainment of the ARPM Certification.
