Colleagues, the Quantitative Methods for Finance Professional Certificate program from the New York Institute of Finance (NYIF) will develop your fundamental desk-ready skills essential for quantitative roles in finance, including trading, structuring, valuation, risk management, regulation and financial engineering. Understand the mathematical structure of bond pricing and the application of Taylor series for computing risk measures for bonds and derivatives, apply the tools of linear algebra for portfolio modeling, gain a deep appreciation for Jensen's inequality and its ubiquity in financial models, gain insights into the structure of stochastic processes and the implications for derivatives pricing, learn the essential techniques of statistical inference and regression analysis in Excel. Learn all the mathematical techniques, Excel tools, VBA programming skills and numerical methods that you need to succeed. The three courses that comprise this program include: 1) Mathematics, Probability and Statistics for Finance - Mathematical Basics, Derivatives and Differentials, Integration, and Essential Linear Algebra for Finance, 2) Introduction to Programming for Finance - Probability, Stochastic Processes, and 3) Numerical Methods for Finance - Essential Statistics for Finance, Regression Analysis, Introduction to VBA Programming, Arrays in VBA, Advanced VBA Topics, Monte Carlo Methods, Lattice Techniques, and Finite Difference Techniques.
Enroll today at (teams & execs welcome): https://tinyurl.com/mje9en4z
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