Online Quant Crash Course: Pre-course announcement

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What is the Quant Crash Course?

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. As part of this practice Jawwad has delivered over a hundred courses to more than 1,500 students in Dubai, Riyadh, Abu Dhabi, Bangkok, Singapore, Kula Lumpur, Karachi, Lahore and Islamabad. Here is a quick intro of the course by Jawwad.

What does the material cover?

Here is the outline of the course materials

Quant Crash Course – High Level outline

Part I – Context
Part II – Value at Risk
Part III – Capital
Part IV – Limits and Control

Part I – Context

  • Philosophy of Risk
  • Understanding the Distribution
  • Volatility
  • Correlation

Part II – Value at Risk

  • Value at Risk
  • Calculation Methods
  • Exceptions
  • Mindset
  • Nassim Taleb

Part III – Capital

  • Capital
  • Capital Adequacy
  • Capital Allocation

Part IV – Limits

  • Limit Management
  • Linking Stop Loss and Value at Risk
  • Pre-Settlement Risk

How do I enroll or register for the course

The course is now open for pre-registration.  Please drop an email to [email protected] with your details and interest.  The first module (Risk and Context) will be released on Thursday, 24th February 2011. Followed by a release every week for the next four weeks.  Course pricing is module specific but packaged discounts are available for candidates who opt for all four modules at the same time.

Pre-registration entitles you to a discounted course fee for all four sessions as they are released over the next four weeks as well as the option to query and write to Jawwad with follow on questions on the course material.

Is there any sample material that I can look at before enrolling for this Quant training course?

Please check out our free online courses, available free content and offline courses on the Finance Training Course portal. You can still see select video snippets from all four parts of the Quant Training Crash course at the Finance Training Videos post.

Who is Jawwad Farid

Jawwad Farid is a Columbia Business School Alumni, a Fellow Society of Actuaries and the Founder CEO of Alchemy Technologies. Jawwad has been teaching and working with the banking industry on Risk frameworks and submissions from early 2007 when the Basel II framework was rolled out in the region. For more detailed material on ICAAP prepared by the same team, please see  Sample ICAAP report templatesICAAP Excel worksheets and a primer on ICAAP as well as our ICAAP Training workshop series scheduled for late March 2011 in Langkawi, Malaysia.

3 thoughts on “Online Quant Crash Course: Pre-course announcement”

  1. Isnt it amazing that after the debacle of 2008, Quants are still trying to fool around by their higher order models – something nothing more than satiating egos of statistical insane. Can GARCH ARCH or Merton based PDs quantify my inability to pay cause “i am not willing to pay” – There goes the Nobel failure of Black Merton and Scholes

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