Simulations and Modeling

Course Overview: Simulations and Modeling

In today’s world of rapid growth of risk management, big data, developing financial markets modeling and simulations is an asset that everyone wishes to have. The course is designed to help the students understand the nuances of Modeling, making correct assumptions and at the same time automating the whole process so that detailed study is done by the model.

The course will consist of case studies that would help bridge the gap between theoretical and practical knowledge of various topics in Finance and Management. The modeler will be able to extract more precise and accurate inferences hence lending him/her an edge over the other competitors.

Course Coverage:

Case Studies on the following topics:

• Monte-Carlo Simulation Techniques
• Black-Scholes Model
• Efficient Frontier- Management of Risky and Risk-Free Investments
• Dynamic Call Replication
• Insurance Product Needs

Various functions and tricks of MS Excel

For Whom?

People interested in developing their careers in the field of finance, financial engineering, derivatives, portfolio management, modeling.