Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
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Advanced Financial Modelling Certificate Programs:
Derivatives Valuation & Risk Analytics


Finance professionals as well as non-finance professionals (software developers, business analysts, credit analysts, etc.) who want to move into finance often want to learn to develop derivatives valuation and risk analysis models. Even experienced risk management professionals who have the theoretical background of the risk management models, find theirs skills to be inadequate when it comes to developing and practically implementing the models. For them having the theoretical background is not enough to actually implement these models in practice. Very often these models are implemented in VBA or Python. This is why we have designed this course tailor-made for imparting these skills. This program is designed for people who have prior programming knowledge in any language and want to move into risk management or derivatives valuations field and want learn to develop applications related in these areas.


This is an implementation-oriented course in which practicing Risk Modellers, Investment Bankers and Treasury Professionals teach the latest valuation techniques and risk modeling skills that are used in the industry. This course starts with learning basic tools and theories related to the field and goes on to learning implementation of valuation models of derivative instruments of various asset classes using the models being used in the industry and then learning to carry out risk analysis and implement various risk models for various asset classes.


For this course prior knowledge of VBA and Python Programming will be an advantage. For participants who do not having programming background, they will get free access to the recordings of the primer modules on VBA Programming and Python Programming.


Click here to get the Brochure and detailed Syllabus for the programs


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MoreInformation Course Objective
These are "hands-on" courses, with extensive use of computers and spreadsheets. The objective is to develop VBA programming, python programming, spreadsheet and modelling skills for creating computer-based models for analyzing a variety of decision problems facing today’s financial managers and investment banking professionals. The assignments are designed to be similar to assignments delegates will encounter in their jobs.

Click here to get the Brochure and detailed Syllabus for the programs

MoreInformation Learning Outcomes
Delegates will learn to :
  • Write VBA programs for implementing advanced functionalities in Excel
  • Building Excel VBA and Python programs for implementing advanced functionalities
  • Carry out Monte Carlo Simulations
  • Price Derivative Instruments of Different Asset Classes Using Latest Models using Excel VBA and Python
  • Do Practical Implementation for various Risk Models for Market Risk, Credit Risk, Operational Risk, Liquidity Risk etc.
  • Learn Practical Implementation of latest Basel norms

    MoreInformation Who Should Attend
  • Financial Analysts
  • Research Analysts
  • Risk Analysts
  • Credit Analysts
  • Investment Managers
  • Finance Controllers
  • Subject Matter Experts
  • Managers from corporates
  • Management students
  • IT Professionals

    MoreInformation Course Details (Online Weekend Course)
    Timings Saturdays and Sundays - 3:00 PM to 8:00 PM (Indian Standard Time)
     
    Course VBA Programming for Finance
    Commencement date Online Recorded Lectures
    Course duration50 Hours
    Course feeFree on DVRA Registration
     
    Course Certificate Program in Derivatives Valuation and Risk Analytics (CP-DVRA)
    Commencement dateJune 09, 2018 (Online)
    Course duration130 Hours
    Course feeINR 59,000/- inclusive of taxes

    Candidates registering in groups are eligible for discount on the course fee.

    MoreInformation Registration Process

    You may register online by filling up the form given here .

    Modes of payment

    Mode 1 - Cheque/Demand Draft
    Payments are accepted in the form of Cheque/DD in favor of "INDIAN INSTITUTE OF QUANTITATIVE FINANCE PVT. LTD." payable at Mumbai. Please mention your name, email, telephone number and your course of interest along with the payment.

    Please mail your payment to :
    Indian Institute of Quantitative Finance
    Module No. 624, Mastermind IV,
    Royal Palms IT Park, Goregaon (E),
    Mumbai - 400065

    Mode 2 - Wire Tranfer (NEFT/RTGS)
    Payments can also be made through internet banking. Please contact us for details of making payment through internet banking.


    Contact Details

    Mumbai Office:
    Module No. 624, Mastermind IV,
    Royal Palms IT Park, Goregaon (E),
    Mumbai - 400065

    Office Hours:
    Weekdays : 10:00 AM - 7:30 PM
    Saturdays & Sundays : 2:30 PM - 7:30 PM

    Contact Person:
    Nitish Mukherjee : +91-22-28797660 / +91-9769860151



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