Learning mathematical finance and the principles behind derivative pricing is essential for anybody working in front-office investment banking, whether a quant actively developing financial models or a quant-dev developing the infrastructure around the models. This course provides a practical foundation in the mathematical and the computation/numerical approaches used for pricing and risk-managing derivatives.
This course would benefit junior quants coming from a non-finance background. In addition, all quant devs with a numerate background.
Course contents and duration can be modified to align with additional client needs.
Delivery can be on-site, remote or in recorded form.
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