我要报名
适用人群
主要针对有金融、数学、统计领域有一些基础,想进阶学习量化金融领域、并在未来投身量化金融行业发展的学员。项目结束后期待会具备实习求职的能力
你将收获
Seleted Icon
complete a final project using C++ for a Monte Carlo Pricing Engine
Seleted Icon
complete a final project using C++ for a Monte Carlo Pricing Engine.
Seleted Icon
complete some homework problems
你将学习的技能
know basic C++ programming language
learn how to price and risk management widely traded linear
课题介绍
This series will run roughly 8 weeks with 1 hour lecturing each week. Students are expected to complete some homework problems which are real quant finance interview questions after class. Students are also supposed to complete a final project using C++ for a Monte Carlo Pricing Engine.
课程大纲
This series is best choice for students coming from undergraduate or graduate degree who are interested in a career or advanced study in quantitative finance with university level training in calculus, probability, linear algebra, statistics and differential equations. Students are expected to know basic C++ programming language (inheritance, polymorphism) before completing the practical project.
1
start by introducing plain vanilla European options and arbitrage free pricing principle
考察:Homework
授课1小时; 学习2小时
2
start by introducing exchange traded forward product
考察:Homework
授课1小时; 学习2小时
3
introduce our log-normal market model to describe the evolution
考察:Homework
授课1小时; 学习2小时
4
talk about implied volatility and volatility smile
考察:Homework
授课1小时; 学习2小时
5
first introduce the definition and martingale property
考察:Homework
授课1小时; 学习2小时
6
provide an overview about quantitative finance in the industry
考察:Q & A
授课2小时; 学习2小时
课程导师
Kelvin
Kelvin
企业LOGO

经历

就职于BNP Paribas, 从事Credit Financing Quantitative Research就职于BNP Paribas, 从事Credit Financing Quantitative Research
主要工作经历和研究领域集中在量化金融、金融数学方向, 对金融产品的定价,对冲策略设计,风险管理框架等拥有丰富实操经验
求职季斩获JP Morgan,Barclays, Piper Sandler, Royal Bank of Canada, Standard Chartered Bank, AXA Life Invest 等名企offer从0到1产品冷启动,全栈开发经验

教育

毕业于全美排名第一的金融工程硕士项目Baruch College, 并在纽约、伦敦、新加坡都有求学求职经历
在纽约求学期间,获RBC伦敦和Piper Sandler纽约全职offer,毕业后加入RBC伦敦,主要从事QIS desk quant工作