Certified Quantitative Financial Modeling Professional VS-1243

Transcription

1 Certified Quantitative Financial Modeling Professional VS-1243

2 Certified Quantitative Financial Modeling Professional Certification Code VS-1243 Vskills certification for Quantitative Financial Modeling assesses the candidate as per the company s need for building quantitative financial models for analyzing firms, IPOs & FPOs. The certification tests the candidates on various areas in Quantitative Financial Modeling principles. Quantitative finance is the discipline of using mathematical models in order to help make investment decisions. In a lot of ways the field is related to economics but the work is done from more of an applied perspective. Why should one take this certification? This Course is intended for professionals and students wanting to excel in the quantitative financial modeling area. It is also well suited for those who are already working and would like to take certification for further career progression. This course aims at putting numerical methods into action for the purpose of solving concrete problems arising in Quantitative Finance. The candidate will be able to understand the know-how of Quantitative Finance and develop financial models in accordance with it. Earning Vskills Quantitative Financial Modeling Certification can help candidate differentiate in today's competitive job market, broaden their employment opportunities by displaying their advanced skills, and result in higher earning potential. Who will benefit from taking this certification? Job seekers looking to find employment in the finance or banking sectors, departments of various companies, students generally wanting to improve their skill set and make their CV stronger and existing employees looking for a better role can prove their employers the value of their skills through this certification. Test Details Duration: 60 minutes No. of questions: 50 Maximum marks: 50, Passing marks: 25 (50%) There is no negative marking in this module. Fee Structure Rs. 3,999/- (Excludes taxes)*

3 Companies that hire Vskills Quantitative Financial Modeling Professional Quantitative Finance Analysts are in great demand. Companies specializing in Investment, Equity Research, Mergers & Acquisition, etc. are constantly hiring skilled financial modeling experts. Various public and private companies also need financial modelers for their array of departments. 1. Week_0 Table of Contents

4 1.1 Business Model 1.2 Creating Flexible Charts 1.3 Excel Custom Formatting 1.4 Excel Referencing 1.5 Excel Shortcuts I 1.6 Excel Shortcuts II 1.7 Macros Charting 1.8 Macros Introduction 1.9 Understanding VBA I 1.10 Understanding VBA II 1.11 Understanding VBA III 2. Week_1 2.1 Introduction Op Risk Modeling 2.2 Case Study CDF 2.3 Case Study Inverse CDF 2.4 Case Study Parameters Distribution 2.5 Discrete and Continuous Distributions 2.6 Distributions Context 2.7 Moments Distributions 2.8 Parameters Distribution 2.9 Understanding CDF 2.10 Understanding Probability Distributions 3. Week_2 3.1 Binomial Distribution 3.2 Case Studies Distributions Selection 3.3 Modeling Case Binomial Distribution 3.4 Modeling Case Poisson Distribution 3.5 Modeling Geometric Distribution 3.6 Modeling Negative Binomial Distribution 3.7 Negative Binomial Distribution 3.8 Poisson Distribution 3.9 Week2 Overview 4. Week_3 4.1 Continuous Distributions Intro Exponential 4.2 Continuous Distributions Intro Gamma 4.3 Continuous Distributions Intro GPD

5 4.4 Continuous Distributions Intro Lognormal 4.5 Continuous Distributions Intro Weibull 4.6 Skewness Kurtosis Plot and Distribution Tail 5. Week_4 5.1 Distribution fitting MLE Caselet with loss threshold 5.2 Distribution fitting MLE Caselet without loss threshold 5.3 Distribution fitting MLE Intro 5.4 Distribution fitting MME Caselet 5.5 Distribution fitting Quantile Matching 5.6 GPD Parameter Estimation Hill Estimator 5.7 GPD Parameter Estimation PWM 5.8 Introduction to Operational Risk Modelling 5.9 MLE Bigger Case with Multiple Dist without loss threshold 5.10 Distribution fitting MME Intro 6. Week_5 6.1 AD Excel Caselet 6.2 GOF AD Test Intro 6.3 GOF Chisq Introduction and Excel Caselet 6.4 GOF KS Test Introduction 6.5 GOF Weakness and Information Criteria AIC BIC 6.6 Information Criteria 6.7 Introduction 6.8 KS Excel Caselet 7. Week_6 7.1 Basics of Options 7.2 Options Terminologies 7.3 Options Strategies I 7.4 Options Strategies II 7.5 Options Strategies III 7.6 Options Parameters 8. Week_7 8.1 Binomial Option Pricing Model Step Binomial Model 8.3 Black Scholes Model 8.4 Basic Simulation 8.5 Option Price Using Simulations

6 9. Week_8 9.1 Basics of Bonds 9.2 Bond Pricing 9.3 Dirty Price 9.4 Bond Price Sensitivity 9.5 Bond Price Calculation 10. Week_ Duration-I 10.2 Duration-II 10.3 Convexity of Bond 10.4 Yield Measure 10.5 Traditional Return Measure 10.6 Reinvestment Income Sensitivity 11. Week_ _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics 12. Week_ _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics 13. Week_ _Correlation and Regression Analytics _Correlation and Regression Analytics

7 _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics 14. Week_ _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics _Correlation and Regression Analytics

8 Sample Material 1. Study hours ad marks case

9 Certified Quantitative Financial Modeling Professional