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In this course, you will :
- Using stochastic models to value options, swaps, forwards, futures, and other complex financial derivatives
- Create a methodical, data-driven approach to calculating modelled returns and risks for major asset classes and optimal portfolios.
- Back test and implement trading models and signals in a real-time trading environment.
Syllabus :
- Introduction to Financial Engineering and Risk Management
- Term-Structure and Credit Derivatives
- Optimization Methods in Asset Management
- Advanced Topics in Derivative Pricing
- Computational Methods in Pricing and Model Calibration
