Undergraduate Certificate in Derivative Pricing with Data Science
-- viewing nowThe Undergraduate Certificate in Derivative Pricing with Data Science is a comprehensive course that combines the principles of financial derivatives and data science techniques. This program's importance lies in its ability to equip learners with essential skills to succeed in the financial industry, where data-driven decision-making is becoming increasingly vital.
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Course Details
• Introduction to Derivative Pricing with Data Science
• Financial Mathematics and Probability Theory
• Stochastic Processes and Ito's Lemma
• Black-Scholes-Merton Model and its Extensions
• Numerical Methods for Derivative Pricing: Finite Difference, Finite Element, and Monte Carlo simulations
• Interest Rate Models: Short-Rate and Forward-Rate Models
• Fixed Income Derivatives and Exotic Options Pricing
• Machine Learning Techniques in Derivative Pricing
• Risk Management and Derivative Valuation Adjustments (XVA)
• Case Studies and Applications in Derivative Pricing
Career Path
Entry Requirements
- Basic understanding of the subject matter
- Proficiency in English language
- Computer and internet access
- Basic computer skills
- Dedication to complete the course
No prior formal qualifications required. Course designed for accessibility.
Course Status
This course provides practical knowledge and skills for professional development. It is:
- Not accredited by a recognized body
- Not regulated by an authorized institution
- Complementary to formal qualifications
You'll receive a certificate of completion upon successfully finishing the course.
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