Computational Methods in Pricing and Model Calibration

Enroll in Computational Methods in Pricing and Model Calibration to master the application of computational techniques in pricing financial derivatives and calibrating models.

This course provides a deep dive into stochastic models, interest rate instruments, and numerical methods, equipping learners with the skills to value options, swaps, and futures. Through hands-on programming exercises in Python and Excel, gain practical experience in model calibration and financial product analysis.

Key Benefits

• Comprehensive Derivative Pricing: Learn to value complex financial derivatives using stochastic models and numerical approaches.

• Practical Application: Develop and backtest trading models in active trading environments to validate their effectiveness.

• Advanced Model Calibration: Explore techniques for calibrating financial models to real-world data for accurate pricing.

• Interest Rate Expertise: Gain in-depth knowledge of pricing and risk management for interest rate products.

• Expert Instruction: Learn from Dr. Garud Iyengar, Dr. Ali Hirsa, and Dr. Martin Haugh, leading experts in computational finance and risk management.

Learning Outcomes

By the end of this course, learners will be able to:

• Value Financial Derivatives: Apply stochastic models to price options, swaps, forwards, and futures.

• Build Risk Models: Formulate modeled returns and risks for portfolios using a data-driven approach.

• Apply Numerical Techniques: Use Python and Excel to implement numerical methods for financial product analysis.

• Calibrate Models: Perform model calibration to align theoretical models with market data.

• Analyze Interest Rate Products: Understand and price interest rate instruments using advanced techniques.

Are you ready to enhance your financial engineering skills and master computational methods for pricing and model calibration?

Enroll in Computational Methods in Pricing and Model Calibration to learn advanced techniques for derivative pricing and risk management. Join experts Dr. Garud Iyengar, Dr. Ali Hirsa, and Dr. Martin Haugh, and gain the tools to excel in quantitative finance.