Offers quantitative and risk management techniques for a wide range of option and futures contracts. We apply the Black-Scholes-Merton Options pricing model to European, Asian, American, Lookback, Bermuda and Binary Options using Analytic, Monte Carlo and Finite Difference techniques. Models of implied and historical volatility along with futures account management and market risk monitoring are also included.

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Apply the Markowitz and Capital Asset Pricing Model to analyze the construction and qualitative nature of a portfolios risk-return characteristics. Including covariance and correlation, expectation and risk, Efficient frontier, Indifference curves, Capital Market Line, systematic and unsystematic risk, characteristic line, alpha and beta coefficients, security market line and risk adjusted performance measures.

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Model the pricing and risk analytics of interest rate cash and derivative products. We cover the fundamental theory of bonds including: Treasury bonds, Yield/Pricing, Zero Curve, Forward rates/FRAs, Duration and Convexity. We also cover the topics of Fixed-Interest bonds and interest based calculations.

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Provides technical indicators including moving averages, (average) directional movement indicator (DMI, ADX), Accumulation/Distribution, Chaikin (Oscillator, Money Flow), Aroon (Up/Down, Oscillator), Balance of Power (BOP), Oscillators (Money Flow Index, Momentum, Rate of Change), Bollinger Bands, Commodity Channel Index.

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Non-stochastic methods are used to evaluate and analyze investments of equity, interest and real estate type. In particular, methods are developed for calculating the accumulated value, present value and yield of an interest bearing investment. For equity and real estate investments we cover models of discounted future cash flows and investment ratio comparison methods including the topics of dividends (real and prospective), yield gap, PE ratio, stock splits, rental yield and rental growth.

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