Quant Finance и Structured Products — количественные финансы

Executive-курс для финансовых аналитиков, трейдеров и quant-разработчиков, эквивалентный программе CQF (Certificate in Quantitative Finance). 10 модулей, каждый — полный quant-проект: Stochastic Calculus for Finance (Brownian motion, Ito's lemma), Options Pricing Models (Black-Scholes, Monte Carlo, binomial trees, finite difference), Volatility Modeling (local volatility Dupire, stochastic volatility Heston/SABR), Structured Products: Equity (autocallables, reverse convertibles, ELN), Fixed Income & Rates (yield curve, Vasicek, Hull-White), Credit Derivatives (CDS, Merton, CVA/DVA/FVA), Risk Management (VaR, Expected Shortfall, stress testing, XVA), Algorithmic Trading (market microstructure, VWAP/TWAP, pairs trading), ML in Finance (ARIMA, GARCH, LSTM, portfolio optimization). Отдельное внимание — regulation: SEC/CFTC (Dodd-Frank, EMIR) для structured products, Basel III для risk management. Capstone: Full Quant Project — от strategy research до live paper trading. Все модули содержат production-ready Python-код.