:: Welcome to Indian Institute of Capital Markets ::

FINANCIAL MATHEMATICS FOR CAPITAL MARKET PROFESSIONALS

Objectives

To impart knowledge on application of mathematics in finance and capital markets
To impart training to participant to apply financial mathematics through workshops

Module 1: Introductory Mathematics and Statistics
- Applications of Calculus and Mathematics in finance
- General Measures in Statistics
- Introduction to Probability Distribution
- Simple Regression Analysis
- Time Series Models
- Statistical Inference
Module 2: Applications in Financial Instruments
- Bond Valuation
- Yields and Yield To Maturity
- Duration and Convexity
- Forward Pricing
- Swap Pricing
- Equity Valuation Models
Module 3: Applications in Portfolio Management
- Mean-Variance Model
- Portfolio Optimization
- Applications of Capital Asset Pricing Model (CAPM)
- Factor Analysis for Arbitrage Pricing Model (APT)
- Portfolio Performance Measures
Module 4: Applications in Risk Management
- Pricing of Derivatives
- Binomial Option Pricing Model
- Black-Scholes Option Pricing Model
- Portfolio Insurance
- Value at Risk

Suitability:

Participants in this programme should have basic knowledge on the financial markets and instruments
All levels of execuitives from financial and banking sector to acquire proficiency in financial mathematics

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