The Quantitative Finance Certificate Program has closed as of May 17, 2017. For questions, please contact us.
Build a foundation in quantitative finance, including risk and risk measures such as value-at-risk, option pricing, implied volatility, and hedging. Practical examples are used to illustrate theoretical concepts and to give participants an appreciation of market data and conventions.
Learn How To:
- Measure the risk of securities and asset portfolios
- Model the behavior of stock prices
- Value and hedge derivative securities such as forwards, options, and swaps
- Compute derivatives prices and hedges
- Estimate parameters from financial market data
- Compute statistical properties of asset returns
- Analyze latest risk management regulations
- Professor Peter Glynn
September 21-25, 2016