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Financial Mathematics

Certificate

Financial Mathematics

Financial Mathematics is a building block to learners in the field of finance. The topics expose the user to fundamental concepts such as cash flows, present value, future value, yield and probability that form the basis for further advanced learning.

Hours

16

Access Length

3 Months

Delivery

Mentor Supported

Share

$263.00

Course Overview

Course Outline:

Basic Financial Measures
  • Objectives
  • Yield Measures
  • Total Return Analysis
  • Net Present Value
  • Duration
  • Convexity
  • Price Value of a Basis Point
Time Value of Money
  • Objectives
  • Introduction
  • Future Value of Money
  • Present Value of Money
  • Future Value of Annuities
  • Present Value of Annuities
  • Present Value of Perpetuities
  • Amortization
Bond Pricing
  • Objectives
  • Pricing of Option-free Bond
  • Pricing of Floater/Inverse Floater
  • Price Determination between Coupon Periods
  • Yield Analysis
  • Price Volatility
Yield Curve Analysis
  • Objectives
  • Introduction to Yield Curve Analysis
  • Types of Yield Curves
  • Analyzing Yield Curve
  • Bond Arbitrage Strategies
  • Application of Yield Curves
Probability Distributions and their Properties
  • Objectives
  • Introduction
  • Types of Probability Distribution
Measuring Volatility
  • Objectives
  • Review of Concepts
  • Normal Distribution
  • Introduction to Volatility
  • Estimating Volatility
Correlation and Regression Analysis
  • Objectives
  • Introduction to Correlation
  • Calculating Correlation
  • Regression Analysis

All necessary materials are included.

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