Course Highlights
  • Government certification
  • Certification valid for life
  • Lifelong e-learning access
  • Learning Hours: 12 hrs
  • Life Time Job Support
  • Job Profile Tagging
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

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Certificate in Quantitative Financial Programming with R

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