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In this course, you will learn :
- Using stochastic models to value options, swaps, forwards, futures, and other complicated financial derivatives.
- Create a methodical, data-driven strategy to calculating modelled returns and risks for major asset classes and optimal portfolios.
- In an active, live trading environment, back test and deploy trading models and signals.
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
