The Quant Crash Course is a 200 minute series of 4 videos that cover the basics of quant and computational finance. The course material and series has evolved over the last 8 years as part of the training practice run by Jawwad Farid in the areas of derivative pricing and risk management.
Purchase a copy of the “Risk Frameworks and Applications – 2nd Edition” and avail a novel opportunity to win via an auction a discounted seat at Alchemy’s upcoming workshop on ICAAP and Treasury Risk being held in tropical Langkawi, Malaysia on the 28th of March 2011.
The top 5 most active courses in October on the Learning Corporate Finance site so far:
Top 10 MBA: 15 months as a MBA student at Columbia Business School
Accounting Crash Course
Corporate Finance: First Course
Computational Finance: Building Monte Carlo (MC) Simulators in Excel
Master Class: Ratio Analysis
Master Class: Calculating Value at Risk
Master Class: Credit Process
Master Class: Risk for [...]
Calibrating Interest Rate Models
While in earlier training courses we have covered classic interest rate models, in this session we review two more advance Interest Rate Models, the Cox Ingersoll & Ross Model (CIR) and the Multifactor HJM model for projecting the entire forward curve, rather than just the short rate.
Mathematical Finance: Simulating Interest Rates using [...]
This road maps focuses on bootstrapping the zero curve and using the zero curve to calculate implied forward interest rates (forward curve). We then used the projected forward rates to price the swap rate for fixed to floating interest rate swap. A separate series of posts build on this material and extend its reach to pricing interest rate caps, interest rate floors, range accrual notes, commodity and equity linked notes.
Pricing Interest Rate Swaps (IRS)
Here is the first course on pricing interest rate swaps and cross currency swaps divided into three separate sections that address basics of interest rate swaps, term structure modeling and boot strapping and mark to market and valuation.
Pricing Interest Rate Swaps (IRS) Basics
Forwards and Swaps – Pricing Interest Rate Swaps (IRS) [...]
Mathematical Finance: Option Pricing using Monte Carlo Simulators
In addition to the Black Scholes Equation and binomial trees another important tool in option pricing is Monte Carlo Simulation. A Monte Carlo Simulator in Excel uses the inbuilt Random function in excel to model uncertainty. The Monte Carlo (MC) Simulator uses standardized mathematical finance equations to simulate [...]
This course focuses on an alternative method of implementing a two-dimensional binomial tree compared to the traditional method of building a binomial tree presented in most option pricing text books. The alternate approach is based on the techniques documented by Professor Mark Broadie at Columbia Business School as part of his coursework in Security [...]
Basic Options Trading Strategies
The training session covers introductory spreads, straddles, strangles, butterflies and ratio spreads primarily used in option trading and trading strategies.
Trading options and derivatives – Strategy review
The session assumes familiarity with options and derivatives. If you need a quick refresher please see the introductory and intermediate courses below on Derivatives and Options products:
Derivatives and Options Pricing, Risk Management and Financial Equation Reference
For a complete reference to equations and calculator referred to in our course catalog, please see theDerivative Pricing and Financial Risk Equation Glossary. For topic specific equations, please see the following links:
Calculating Value at Risk
Duration, Convexity and Asset Liability Management
Black Scholes, Derivative Pricing, Binomial Trees
Calculating Forward [...]