Indian Institute of Quantitative Finance
Indian Institute of Quantitative Finance
Center of Finance Excellence - Quantitative Finance and Risk Management
Industry Partners
and Clients


In fo Current Courses
ArrowCertificate Program in
     Quantitative Finance
     and Risk Management
ArrowCertificate Program in
     Applied Mathematical Finance
     for Engineers
ArrowCertificate Program in
     Algorithmic Trading
ArrowPost Graduate Program in
     Algorithmic Trading
ArrowCertificate Program in
     Derivatives Valuations
     & Risk Analytics
ArrowCertificate Program in
     VBA Programming for Finance
ArrowCertificate Program in
     Python Programming for
     Finance
Arrow FRM Training Program

News Letter

Post Graduate Program in Financial Engineering (PGPFE)
1 Year (Part Time) - Brief Syllabus



MoreInformation Foundation Module
SemesterTermSubjectCredit
I Spring Module 101 – Fundamentals of Investment Finance 0
  • Introduction to Finance
    		•
  • Introduction to Fixed Income Instruments
    		•
  • Introduction to Financial Derivatives
    		•


    MoreInformation Core Modules
    SemesterTermSubjectCredit
    I Spring Module 103 – Statistics and Econometrics for Financial Engineering 2
  • Probability Distributions
    		•
  • Hypothesis Testing and Statistical Inference
    		•
  • Econometrics For Finance
    		•
  • Forecasting Volatility and Correlations
    		•
    I Summer Module 104 – Mathematics for Financial Engineering 2
  • Linear Algebra
    		•
  • Calculus - Ordinary and Partial Differential Equations
    		•
    I Summer Module 105 – Stochastic Calculus for Financial Engineering 4
  • Stochastic Processes in Finance : Martingales and Measures, Ito’s Lemma, Markov Property, Diffusion Processes, Jump Diffusion Processes, Girsanov's Theorem, Levy’s Theorem, Feynman-Kac Formula, Kolmogorov Equations
    		•
  • Stochastic Differential Equations and Solutions
    		•
    I Fall Module 106 – Monte Carlo Simulations for Financial Engineering 3
  • Simulation Techniques
    		•
  • Monte Carlo Simulation in Excel
    		•
  • Monte Carlo Simulation Using VBA / C++
    		•
    I Fall Module 107 – Quantitative Investment Management 6
  • Fixed Income Mathematics
    		•
  • Derivatives Products and Strategies
    		•
  • Option Pricing Fundamentals
    		•
  • Equity / Equity Index Options Pricing in VBA / C++
    		•
  • Interest Rate Derivatives Pricing in VBA / C++
    		•
  • Currency Derivatives Pricing in VBA / C++
    		•
  • Mortgages and Mortgage-Backed Securities (MBS)
    		•
  • Credit Derivatives Pricing in VBA / C++
    		•
  • Valuation of Swaps in VBA / C++
    		•
    II Winter Module 108 – Financial Risk Management 3
  • Introduction to Financial Risk Management
    		•
  • Financial Economics
    		•
  • Measures of Risk
    		•
  • Value-at-Risk – Models and Estimation Techniques
    		•
  • Applications of Value-at-Risk
    		•


    MoreInformation Electives (Financial Risk Management)
    SemesterTermSubjectCredit
    II Winter Module 109 – Market Risk Management 4
    II Winter Module 110 – Credit Risk Management 4
    II Winter Module 111 – Liquidity Risk Management 2
    II Winter Module 112 – Operational Risk Management 2


    MoreInformation Electives (Investment Management)
    SemesterTermSubjectCredit
    II Winter Module 201 – Portfolio Construction 4
    II Winter Module 210 – Performance Attribution 4
    II Winter Module 211 – Algorithmic Trading 4


    MoreInformation Training on Thomson Reuters Software Systems
    SemesterTermSubjectCredit
    Training on Thomson Reuters systems 3


    MoreInformation Dissertation
    SemesterTermSubjectCredit
    II Winter 15





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