Quantitative Finance

Course description

The course provides the concepts of classical as well as modern approaches in financial theory and its implication to the private sector. The module covers a broad range of highly quantitative topics with a strong application in international financial markets. The theoretical frameworks assess the most recent research findings for pricing, network analysis and financial engineering. Participants will improve their practical skills using the industry’s programming language -Python.


Program Takeaways

Fundamentals of Asset pricing theory

Interest rate models, advanced option pricing theory

Credit derivatives and valuation

Practical skills using Python



 Python on our JupyterHub

  GitLab to collaborate on code

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