Topic
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1
| Functions
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| 36
| Discrete to Continuous Models and Intro to Stochastic Calculus
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2
| Functions Continued
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| 37
| Brownian Motion and Ito Calculus with Excel
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| 38
| Expectation Pricing - Deriving BSM PDE in Continuous Settings
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| 39
| Options Greeks «
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3
| Intro to Limits
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4
| Differential Calculus
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| 40
| Monte Carlo Methods IV - Exotic Option Pricing
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5
| Functions - Solution Class
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| 41
| Monte Carlo Methods V - Pricing the Bermudan Style Options
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6
| Limits & Diff - Solution Class
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| 42
| Finite Difference Method of Option Pricing - I
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7
| Trigonometry
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| 43
| Finite Difference Method of Option Pricing - II
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| 44
| Finite Difference Method - III : Implied Schemes & Fourier Stability Analysis
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8
| Taylor Series
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9
| Integration
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| 45
| Markov Models : Stocastic Process & Markov Property
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10
| Numerical Techniques
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| 46
| Markov Chains I
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11
| Gradient Descent
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| 47
| Markov Chains II
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| 48
| Time Homogeneous Two State Markov Model
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| 49
| Time Homogeneous Multi-State Markov Jump I : Kolmogorov Forward
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12
| Differential Equation (Part-1) : 1st Order DE & Complex Number
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| 50
| Time Homogeneous Multi-state Markov Jump II : Kolmogorov Backward
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13
| Differential Equation (Part-2) : 2nd Order DE
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| 51
| Time Homogeneous Markov Model : Parameter Estimation & Credit Rating Migration
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14
| Multivariate Functions & Partial Differential Equation(PDE)
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| 52
| Time Inhomogeneous Markov Jump
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15
| Linear Algebra (Part-1)
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| 53
| Overview of Risk modelling
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16
| Matrix Algebra (Part-2)
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| 54
| Value at Risk I
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| 55
| Value at Risk II
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17
| Probability Part-1 : Distributions
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| 56
| Value at Risk III
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18
| Probability Part-2 : Distributions
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| 57
| Value at Risk IV : Volatility Models - EWMA ARCH GARCH
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19
| Probability Part-3 : Normal vs Lognormal Distributions
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| 58
| Value at Risk V : Advance GARCH Models
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20
| Probability Part-4 : Beta & Gamma Dist and Parameter Estimation
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| 59
| Value at Risk VI : Historical VaR and EVT and MVT
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| 60
| Value at Risk VII : Greeks & Option Portfolio
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| 61
| Value at Risk VIII : Properties of Risk Measure and ES
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21
| Moments
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| 62
| Value at Risk IX : PCA
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22
| Joint Probability
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| 63
| Value at Risk X : Backtesting and PLA
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23
| Copula I - Theory
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24
| Copula II
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| 64
| Introduction to Interest Rate Asset Class
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25
| Copula III
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| 65
| Interest Rate Asset Class : FRA & IRS
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26
| Copula I
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| 66
| Interest Rate Term Structure : Basics
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27
| Copula II
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| 67
| Short Rate Model & Bond Pricing I
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| 68
| Short Rate Model & Bond Pricing II : Vasicek Model
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28
| Monte Carlo Methods I
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| 69
| Short Rate Model & Bond Pricing III : CIR ModelHo & Lee Model and Calibration"
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29
| Monte Carlo Methods II
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| 70
| Hull & White-1 Multi-Factor-Models & HJM Framework "
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30
| Monte Carlo Methods III
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| 71
| Application of HJM & PCA
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31
| MCS Variance Reduction
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| 72
| Valuation of Interest Rate Options : Caplet and Swaption
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| 73
| Option Embedded Bonds
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32
| General Overview of Financial Instruments & Risks
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33
| Discrete Models I
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34
| Option Basics
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35
| Discrete Models II
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