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Created by Vardeez
English
Unlock the power of Python to solve real-world problems in Risk Management, Derivatives, and Quantitative Finance. This hands-on training program blends essential Python programming skills with practical financial applications, giving you the perfect balance of coding expertise and finance domain knowledge.
You’ll start by mastering Python fundamentals—functions, loops, data structures, file handling, and working with popular libraries like NumPy, Pandas, and Matplotlib. From there, you’ll dive straight into finance-specific applications, including:
Value at Risk (VaR): Parametric, Historical, Monte Carlo, Expected Shortfall, and EVT methods.
Option Pricing: Black-Scholes, Implied Volatility, and Greeks (Delta, Vega, Theta, Gamma, Rho).
Interest Rate Modelling: Vasicek, CIR, and Lognormal models for fixed-income and derivative pricing.
Learn live with top educators, chat with teachers and other attendees, and get your doubts cleared.
Our curriculum is designed by experts to make sure you get the best learning experience.
Interact and network with like-minded folks from various backgrounds in exclusive chat groups.
Stuck on something? Discuss it with your peers and the instructors in the inbuilt chat groups.
With the quizzes and live tests practice what you learned, and track your class performance.
Flaunt your skills with course certificates. You can showcase the certificates on LinkedIn with a click.
Launch your Graphy
