Quantitative finance is the use of mathematical models and extremely large data sets to analyze financial markets and securities.


Why should one take Certificate in Quantitative Financial Programming with R Certification?

Earning Vskills Certificate in Quantitative Financial Programming with R Certification can help candidate differentiate in today's competitive job market, broaden their employment opportunities by displaying their advanced skills, and result in higher earning potential.


This Course is intended for professionals and graduates wanting to excel in their chosen areas. It is also well suited for those who are already working and would like to take certification for further career progression.

Who will benefit from taking Certificate in Quantitative Financial Programming with R Certification?

Job seekers looking to find employment in software development, or IT departments of various finance companies, students generally wanting to improve their skill set and make their CV stronger and existing employees looking for a better role can prove their employers the value of their skills through this certification. 


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TABLE OF CONTENT


Quantitative Finance Basics

  • Fundamentals of Quantitative Finance
  • R Functions and Packages

Data Analysis using R Language

  • Introduction to Quantmod
  • Equity – Definitions and Price Download
  • Modeling Prices and Returns
  • Asset Returns Simulation
  • Financial Modeling with R: S&P500 Statistical Analysis

Fixed-Income Securities

  • Introduction to jrvFinance
  • Introduction to Fixed-Income Securities
  • The Importance of Interest Rate
  • Pricing of Fixed-Income Securities
  • Duration, Modified Duration, and Convexity
  • The Yield Curve and the Bootstrapping Approach

Derivatives

  • Introduction to fOptions
  • Working with Futures
  • European and American Options
  • Pricing European Options – The Binomial Model
  • Pricing European Options with the Black-Scholes Model

Risk Return Analysis

  • Introduction to PortfolioAnalytics
  • The Benefits of Diversification
  • Risk/Return Paradigm
  • Capital Allocation Line and Capital Market Line
  • Optimal Asset Allocation with Markowitz Framework

The CAPM Model

  • Introduction to PerformanceAnalytics
  • Idiosyncratic versus Systematic Risk
  • Risk Factors
  • The CAPM
  • Fama-French and Other Factor Models
  • Empirical Testing of the CAPM

Portfolio Risk Management

  • PerformanceAnalytics for Risk Management
  • The Value-at-Risk (VaR) Model
  • The Expected Shortfall (ES)
  • Benefits and Pitfalls of VaR Approach
  • Hedging Financial Exposure
“Exam scheduling to be done through user account” / “Exam once scheduled cannot be cancelled”
Date of Examination
07-Mar-2020
08-Mar-2020
21-Mar-2020
22-Mar-2020
04-Apr-2020
05-Apr-2020
18-Apr-2020
19-Apr-2020
02-May-2020
03-May-2020
16-May-2020
17-May-2020
06-Jun-2020
07-Jun-2020
20-Jun-2020
21-Jun-2020
04-Jul-2020
05-Jul-2020
18-Jul-2020
19-Jul-2020
Examination Time
01:00 PM - 02:00 PM
02:30 PM - 03:30 PM
04:00 PM - 05:00 PM
05:30 PM - 06:30 PM
10:00 AM - 11:00 AM
11:30 AM - 12:30 PM

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Tags: Quantitative Financial Programming with R certification, Quantitative Financial Programming with R course, Quantitative Financial Programming with R certificate, Quantitative Finance Basics, Data Analysis using R Language, Fixed-Income Securities, Derivatives, Risk Return Analysis, CAPM Model, Portfolio Risk Management, Performance Analytics for Risk Management, Value-at-Risk (VaR) Model, Expected Shortfall (ES),