Executive course for financial analysts, traders, and quant developers, equivalent to the CQF (Certificate in Quantitative Finance) program. 10 modules, each a full quant project: 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). Capstone: Full Quant Project — from strategy research to live paper trading. All modules include production-ready Python code.
Purchase access to unlock all modules. One payment — one course of your choice.