Certificate in Quantitative Finance offered by TimesPro
4.8 /5- Private Institute
- Estd. 2013
Certificate in Quantitative Finance at TimesPro Overview
Duration | 6 months |
Start from | 23rd Jan'25 |
Mode of learning | Online |
Official Website | Go to Website  |
Credential | Certificate |
Certificate in Quantitative Finance at TimesPro Highlights
- Earn a certificate after completion of course by the CQF Institute
- Two live online lectures every week
Certificate in Quantitative Finance at TimesPro Course details
Ambitious professionals from a spectrum of backgrounds, including finance, economics, business, IT, engineering, and the sciences
Anyone who wants an efficient and cost-effective way to develop practical mastery of Quantitative Finance and Machine Learning
Anyone who wants to earn a globally recognized qualification in Quantitative Finance
Apply mathematical frameworks and econometric models to quantitative finance
Explore the contemporary techniques of applying equities and currencies using different kinds of mathematics
Understand the financial applications of the latest data science and machine learning concepts
Discover how interest rate models, credit, and credit risk models are used in quantitative finance
The CQF is delivered online and part-time, meaning professionals can develop an advanced skillset without needing to pause their careers
The cutting-edge syllabus is updated quarterly, in consultation with senior alumni and faculty, to ensure it reflects current employers’ needs and covers a wide range of topics, including risk and return, equities, data science, machine learning, fixed income, credit, and more
The program focuses on teaching both the theory and the practical implementation of the latest techniques to ensure that all delegates can confidently apply their skills to real-world scenarios found at work
The faculty comprises world-renowned practitioners and academics in quant finance who utilize their first-hand experiences in the field to help delegates understand the assumptions, limitations, and use cases for the models and methods taught on the program
Certificate in Quantitative Finance at TimesPro Curriculum
Module 1 - Building Blocks of Quantitative Finance
Random behavior of assets
Important mathematical tools and results
Taylor series
Partial differential equations
Transition density functions
Fokker-Planck and Kolmogorov
Stochastic calculus and Itô’s Lemma
Manipulating stochastic differential equations
Martingales
The binomial model for asset prices
Module 2 - Quantitative Risk and Return
Modern portfolio theory
Capital asset pricing model
Portfolio optimization for portfolio selection
Risk regulation and Basel III
Value at risk and expected shortfall
Collateral and margins
Liquidity asset liability management
Volatility filtering (GARCH Family)
Asset returns: key, empirical stylized facts
Volatility models: The ARCH Framework
Module 3 - Equities and Currencies
The Black-Scholes Model
Hedging and the Greeks
Options strategies
Early exercise and American options
Finite-difference and methods
Monte Carlo simulations
Exotic options
Volatility arbitrage strategies
Martingale theory for pricing
Girsanov’s theorem
Advanced Greeks
Derivatives market practice
Advanced volatility modeling in complete markets
Non-probabilistic volatility models
Module 4 - Data Science and Machine Learning I
What is mathematical modeling
Math toolbox for machine learning
Principal component analysis
Supervised learning techniques
Linear regression
Penalized regressions: lasso, ridge, and elastic net
Logistic, SoftMax regression
K-nearest neighbors
Naïve Bayes classifier
Support vector machines
Decision tress
Ensemble models – bagging and boosting
Python – scikit learn
Module 5 - Data Science and Machine Learning II
Unsupervised learning techniques
K-means clustering
Self-organizing maps
T-distributed Stochastic Neighbor Embedding
Uniform manifold approximation and projection
Autoencoders
Artificial neural networks
Neural network architectures
Natural language processing
Deep learning and NLP tools
Reinforcement learning
Practical machine learning case studies for finance
AI-based algo trading strategies
Quantum computing in finance
Python – TensorFlow
Module 6- Fixed Income and Credit
Fixed-income products and market practices
Yield, duration, and convexity
Stochastic interest rate models
Probabilistic methods for interest rates
Calibration and data analysis
Heath, Jarrow, and Morton
Libor market model
Structural models
Reduced-form model and the hazard rate
Credit risk and credit derivatives
X-valuation adjustment (CVA, DVA, FVA, MVA)
CDS pricing, market approach
Risk of default, structural and reduced form
Implementation of copula models
Advanced Electives
Advanced Machine Learning I
Advanced Machine Learning II
Advanced Portfolio Management
Advanced Risk Management
Advanced Volatility Modeling
Algorithmic Trading I
Algorithmic Trading II
Behavioural Finance for Quants
C++
Counterparty Credit Risk Modeling
FinTech
Numerical Methods
R for Data Science and Machine Learning
Risk Budgeting: Risk-Based Approaches to Asset Allocation
Certificate in Quantitative Finance at TimesPro Faculty details
Certificate in Quantitative Finance at TimesPro Entry Requirements
Education: Graduates
Proficiency in English, spoken and written, is mandatory
Certificate in Quantitative Finance at TimesPro Admission Process
Important Dates
Other courses offered by TimesPro
Student Forum
Anything you would want to ask experts?
Certificate in Quantitative Finance at TimesPro News & Updates
Certificate in Quantitative Finance at TimesPro Contact Information
18th floor, F Wing, Lotus Corporate Park, Off Western Express Highway
Mumbai ( Maharashtra)