Quant for Finance Discussion Sessions (for IIBF Exams) : Discussion Moderated by shivgan3@yahoo.com
I am not a teacher of this subject, this series for the mutual discussion. In fact I am looking for some teacher to moderate these sessions Quant for Finance Discussion Sessions (for IIBF Exams) http://www.freegregmatclass.com/
http://onlineclasses.nanotechbiz.org/ Guest Series Class 1 on “Quantitative Techniques for Business and Finance”
Content : Content Introduction to this session
Time Value of money
Differential Calculus
Statistical Measures
Probability Theory
References
Introduction : Introduction Class for BIIF Quantitative Methods for Banking and Finance
In Depth discussion of the area
Text: Quantitative method for Banking and Finance; A S Ramasastri; Macmillian
Exam Date 12 June 2011
About the Moderator : About the Moderator Myself (Shivgan Joshi) is to moderate the class until we get an expert to moderate these sessions
We invite learned people to moderate / chair the discussion sessions
My forte is Engineering Maths and not finance
Time value of money : Time value of money Project Evaluation
Bond Evaluation
Interest Rate risk
Project Evaluation : Project Evaluation Cash Inflows and outflows
NPV values
Bond Evaluation : Bond Evaluation IIR
YTM bonds
ZCB
Interest Rate Risk : Interest Rate Risk Weighted Average
Differential Calculus : Differential Calculus Concepts
Maths
Application:
Modified Duration
Average and Marginal Cost
Elasticity
Optimization
Modified Duration : Modified Duration Price of Bond
Rate of change of Price with respect to yield
Average and Marginal Cost : Average and Marginal Cost Derivatives
Elasticity : Elasticity Derivatives
Optimization : Optimization Revenue optimization
Statistical Measures : Statistical Measures Concepts
Application
Expected Return
Average of Ratios
Risk
Average Growth Rate
Portfolio diversification
Beta
Performance Evaluation
Expected Return : Expected Return Stock
Average of Ratios : Average of Ratios Swaps
Risk : Risk Return of Stock
Average Growth Rate : Average Growth Rate
Portfolio diversification : Portfolio diversification
Beta : Beta
Performance Evaluation : Performance Evaluation
Probability theory : Probability theory Concepts
Application
Credit Risk
Value at Risk
Optimization Valuation
Credit Risk : Credit Risk Basel 2 norms
Three risk: credit, market & operational
Home loan
Credit Rating
Value at Risk : Value at Risk Portfolio
Optimization Valuation : Optimization Valuation Derivatives
References : References Quantitative method for Banking and Finance; A S Ramasastri; Macmillan India