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Certificate Program in Quantitative Finance course.

BASIC INFORMATION

  • Level : Advance
  • Mode : Classroom
  • Eligibility : Graduate
  • Duration : 7 Months
  • Location : Mumbai
  • Start Date : TBA

Course Description

The demand for quantitative financial skills is consistently expanding. A Quant's job is dynamic, complex, and requires a wide range of skills. These abilities range from a fundamental comprehension of financial statement data and non-financial performance metrics to a deeper dive into business and financial modelling. To make informed financial decisions and investments, analysts use spreadsheet models, modelling methodologies, and common investment analysis applications as part of their arsenal.

This multifaceted concentration will prepare a learner for a career in the fast-paced world of data and business research, as well as a better technical understanding of finance and quantitative modelling. Beginning with the basics of quantitative modelling.To know more

Objective of the Course

  • Understand the fundamentals of the stock market 
  • Know Bonds and bond pricing  
  • Master the Markowitz model and Modern Portfolio Theory 
  • Learn about the CAPM (Capital Asset Pricing Model) (CAPM) 
  • Grasp the implications of derivatives (futures and options) 
  • Explain Credit derivatives 

Course Syllabus

  • Use the principles of the valuation of shares and bonds;
  • Be able to apply certain analytical techniques regarding shares and bonds;
  • Analyze the sources of bond risk and the factors affecting bond prices.
  • Acquire the ability to critically evaluate the performance of an equity fund manager.
  • Understand the process and requirements of trading in derivatives contracts.
  • Critical understanding of the features, including risks, associated with derivative products
  • Conceptual understanding of the main types of derivatives products and their usage.
  • Basics of Bayesian statistics.
  • Basics of simulation-based inference needed for applying advanced Bayesian Econometrics.
  • Learn about relevant applications of Bayesian techniques in financial decision-making problems. These applications include (i) predicting asset returns,(ii) portfolio optimization; and (iii) modeling and forecasting volatility in financial markets.
  • Learn how to conduct Bayesian inference in econometric models and how to interpret and use the outcomes resulting from the Bayesian analysis for decision making.
  • Identify and solve problems involving conditional expectation
  • Demonstrate a thorough understanding of the coxross-rubinstein binomial model and apply it to option pricing problems
  • Demonstrate an understanding of the role of the riskneutral pricing measure
  • Demonstrate an understanding of the main aspects of discrete-time martingale theory
  • Demonstrate an understanding of the doob's optional stopping theorem
  • Critical understanding of the cox-ross-rubinstein model
  • Conceptual understanding of the role of the risk-neutral pricing measure
  • Conceptual understanding of the role of equivalent martingale measures in financial mathematics
  • Conceptual understanding of the optional stopping problem
  • The theory about the stochastic discount factor and models for it.
  • Why the Capital Asset Pricing Model takes a central place in asset pricing.
  • What the equity premium puzzle and cross-sectional anomalies are, and how they are related to asset pricing models.
  • Your theory of testing asset pricing models.
  • How to design research in asset pricing.
  • How test the validity of asset pricing models.
  • How to include conditional information in asset pricing models and tests.
  • Programming with Python
  • Numerical computing and computational finance applications

Partner / University

Gokhale Institute of Politics and Economics, Pune, established in 1930 by the Servants of India Society, is the oldest research and training institute in Economics in the country. It is dedicated to research into the socio-economic dimensions of the Indian society, and carries forward the legacy of Gopal Krishna Gokhale who founded the Servants of India Society in 1905 with a view to promote education and develop capabilities among Indians for the governance of the nation after it had attained its political independence. The Institute is registered under the Societies Registration Act, 1860, and the Bombay Public Trusts Act, 1950. Over the decades, the Institute has established strong credentials in empirical and analytical research. In recognition of its contribution to higher learning and research in Economics, the Institute was awarded the status of institution Deemed to be University, in 1993.

www.gipe.ac.in
Gokhale institute

Key Takeaways

  • Able to explain financial markets and derivatives
  • Using econometrics for Financial Decision making
  • Applying Financial Mathematics for Discrete-Time Finance
  • Programming Methodology for Finance
  • How to eliminate risk with hedging

Program Highlights

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300+ world class practitioners
as faculty members

Our trainers and coaches are experts in their fields of study, with intensive knowledge
and industry experience that guide
their teaching methodologies.


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Cutting edge curriculum

Each course is designed by industry-experts aligned to market demand.


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Learning Design

Learn what is necessary, experiential
and hands on.


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Globally recognized

Certifications recognized not just in
India but globally.


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Gateway to International opportunities

Build your learning credentials and use them for pathways to International Universities.


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Iconic Campus

Iconic building and a place to meet merchant bankers regulators, market gurus to expand your network.


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