Certificate Program in Applied Mathematical Finance for Engineers (0-30 yrs)

Make a quick head start in the investment finance industry

Course Snapshot
  • Work Experience0 - 30 Years
  • Duration300 Hours
  • Delivery MethodLive Interactive Online Lectures
Course Detail

The Certificate Program in Applied Mathematical Finance for Engineers (AMFE) prepares students for technically sophisticated jobs with financial institutions, financial service providers, financial consulting services and financial software companies. The program is intended for students seeking
comprehensive technical knowledge of vanilla and exotic derivatives pricing, hedging, trading and investment strategies and portfolio management in equity, currency, interest rates, credit and mortgages.

This is a short-term course that requires six months of study for the core modules, which makes it attractive to students with strong quantitative skills who are willing to make a quick head start in the investment finance industry. The applied nature of the program implies the fact that there is great emphasis in it to impart the practical implementation skills and techniques that are actually used by practitioners in top financial institutions in the industry, so a considerable part of the course time is devoted to teaching implementation skills along with rigorous theoretical discourse.

As an applied discipline, financial institutions look for the following skill sets in the candidates for positions in their Quant teams:

- Strong quantitative background
- Sound knowledge of the underlying financial theories
- Very good implementation skills

This course is designed specifically to meet these exact needs. This is a course on modelling and applications of mathematics, statistics and econometrics in investment finance. The program covers all the technical and quantitative aspects of investment finance used in top financial institutions.
The combination of skills imparted through this program viz. understanding of complex financial theories, rigorous exposure to the underlying mathematical and statistical theories, practical financial modeling ability and computer implementation proficiency, is in high demand in the industry, and which the employers do not generally find in graduates of standard MBA or engineering programs.

Program Highlights

- World Class Faculty: Learn from highly acclaimed Quant practitioners and academics in Quantitative Finance who have worked with topmost global investment banks and firms in New York, London, Singapore, Sydney and more, with academic background from some of the world's top universities like Stanford (USA), Columbia (USA), IIM, IIT, ISI, etc.

- Industry focused curriculum: Advanced curriculum designed by Quant practitioners from top Wall Street Investment Banks and financial institutions and industry experts to prepare job-ready professionals who are highly sought after by MNC financial institutions.

- Rigorous Practical Implementation: Learn how to combine theory and computational methods with the practical knowledge of the real-world application areas of these skills.

Course Schedule

Saturdays and Sundays (5 hours per day)

Desired Candidate Profile

- Finance Professionals like Analysts / Fund Managers / Traders / Risk Professionals / Fund Accountants / Consultants / Derivatives structurers / Dealers / Arbitrageurs
- Software professionals
- Graduate students

Eligibility:

Undergraduate degree in finance / engineering / mathematics / statistics / physics / economics / econometrics / chartered accountancy / computer science / MBA / CFA / FRM / PRM

Course Modules

Primer Modules (Optional)

Optional Primer 1: Introduction to Investment Finance
Optional Primer 2: Introduction to Financial Mathematics
Optional Primer 3: Introduction to Probability & Statistics
Optional Primer 4: Introduction to Programming

Main Modules

Module 101: Introduction to Financial Engineering
Module 102: Financial Mathematics I
Module 103: Financial Mathematics II
Module 104: Financial Econometrics
Module 105: Numerical Methods
Module 106: Derivatives Valuations 1
Module 107: Derivatives Valuations 2
Module 108: Risk Analytics


Fee Details:

- Main Modules: INR 155,000 (Inclusive of Taxes)

- Primer (Optional):

> Primer 1 / 2 / 3 (each) : INR 17,500/- (Inclusive of Taxes)
> Primer 4 : INR 23,000/- (Inclusive of Taxes)