Fixed Income Securities
Explore bond types, primary market pricing, AT1 capital instruments, prices and yields, interest rate sensitivity, settlement prices, money markets, and spot and forward rates.
Applied Finance
Financial Analytics
- Understanding Financial Data
- Data Outlier Detection and Management
- Time Series Data
- Forecasting Time Series — CMA, Additive and Multiplicative Models
- Time Series Forecasting — Testing Stationarity
- Autocorrelation and Partial Autocorrelation
- Time Series Forecasting Using the ARIMA Model and Its Types
- Forecasting Using the SARIMA Model
- Simple Linear Regression
- Multiple Linear Regression
- Logistic Regression
- Normal and Lognormal Distributions
- Student’s t-Distribution
- Understanding the Basics of Volatility and Its Characteristics
- Volatility Forecasting Using the ARCH Model
- Volatility Forecasting Using the GARCH (1,1) Model
- Volatility Forecasting Using the EWMA Model
- Volatility Forecasting Using the EGARCH Model
- Volatility Forecasting Using the GJR-GARCH Model
- Modelling Value at Risk (VaR) and Expected Shortfall
- Portfolio Optimization Using Minimum Variance and Maximum Sharpe Ratio
- Backtesting of VaR Models
Financial Derivatives
- Understanding Financial Derivatives Contracts — Basics
- Basics of Forward Contracts
- Futures Contracts
- Hedging with Futures Contracts
- Estimation of Forward and Futures Prices Using the Cost-of-Carry Model, Including Arbitrage
- Valuation of Forward Contracts
- Basis Risk and Trading Using Basis Risk
- Margin Account Calculations
- Basics of Options Contracts — Strategies and Payoffs
- Corporate Actions and Adjustments to Options Contracts
- Moneyness of Options
- Put–Call Parity and Arbitrage
- Options Pricing Boundaries and Pricing Determinants
- Black–Scholes Option Pricing Model and Its Variants
- Binomial Options Pricing Model and Its Variants
- Options Strategies
- Basics of Greeks
Let Us Learn Technical Analysis
Financial Risk Management
Explore valuation and scenario analysis through the real and risk-neutral worlds, worked examples, interactive laboratories and downloadable class materials.
Venture Capital and Private Equity
Explore how ventures raise capital, finance growth, negotiate ownership and create value through an introductory guide and the Vayu Fenestration numerical caselet.