IIRF Online > Development > Data Science > R (programming language) > Certificate in Quantitative Financial Programming with R
Certificate in Quantitative Financial Programming with R by Vskills
Course Highlights
- Government certification
- Certification valid for life
- Lifelong e-learning access
- Learning Hours: 12 hrs
- Life Time Job Support
- Job Profile Tagging
Skills you will learn!
Curriculum
2 Topics
Fundamentals of Quantitative Finance
R Functions and Packages
5 Topics
Introduction to Quantmod
Equity – Definitions and Price Download
Modeling Prices and Returns
Asset Returns Simulation
Financial Modeling with R: S&P500 Statistical Analysis
6 Topics
Introduction to jrvFinance
Introduction to Fixed-Income Securities
The Importance of Interest Rate
Pricing of Fixed-Income Securities
Duration Modified Duration and Convexity
The Yield Curve and the Bootstrapping Approach
5 Topics
Introduction to fOptions
Working with Futures
European and American Options
Pricing European Options – The Binomial Model
Pricing European Options with the Black-Scholes Model
5 Topics
Introduction to PortfolioAnalytics
The Benefits of Diversification
Risk/Return Paradigm
Capital Allocation Line and Capital Market Line
Optimal Asset Allocation with Markowitz Framework
6 Topics
Introduction to PerformanceAnalytics
Idiosyncratic versus Systematic Risk
Risk Factors
The CAPM
Fama-French and Other Factor Models
Empirical Testing of the CAPM
5 Topics
PerformanceAnalytics for Risk Management
The Value-at-Risk (VaR) Model
The Expected Shortfall (ES)
Benefits and Pitfalls of VaR Approach
Hedging Financial Exposure
Certificate in Quantitative Financial Programming with R
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