Quantitative finance is the use of mathematical models and extremely large data sets to analyze financial markets and securities.

Only e-learning video access will be provided.

Why should one take Quantitative Financial Programming with R Certification?

Earning Vskills Certificate in Quantitative Financial Programming with R Certification can help candidate differentiate in today's competitive job market, broaden their employment opportunities by displaying their advanced skills, and result in higher earning potential.

This Course is intended for professionals and graduates wanting to excel in their chosen areas. It is also well suited for those who are already working and would like to take certification for further career progression.

Who will benefit from taking Quantitative Financial Programming with R Certification?

Job seekers looking to find employment in software development, or IT departments of various finance companies, students generally wanting to improve their skill set and make their CV stronger and existing employees looking for a better role can prove their employers the value of their skills through this certification.

Companies that hire Quantitative Financial Programming with R Professionals

Compensation in the Quantitative Financial field is very high, companies require skilled professional to do the quantitative tasks. Hiring companies include, TCS, Wipro, Samsung, Flipkart, CITI, MasterCard, IBM, Dell etc.

Quantitative Financial Programming Blogs

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Quantitative Financial Programming Jobs

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Quantitative Financial Programming Internships

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TABLE OF CONTENT

Quantitative Finance Basics

Fundamentals of Quantitative Finance
R Functions and Packages

Data Analysis using R Language

Introduction to Quantmod
Equity – Definitions and Price Download
Modeling Prices and Returns
Asset Returns Simulation
Financial Modeling with R: S&P500 Statistical Analysis

Fixed-Income Securities

Introduction to jrvFinance
Introduction to Fixed-Income Securities
The Importance of Interest Rate
Pricing of Fixed-Income Securities
Duration, Modified Duration, and Convexity
The Yield Curve and the Bootstrapping Approach

Derivatives

Introduction to fOptions
Working with Futures
European and American Options
Pricing European Options – The Binomial Model
Pricing European Options with the Black-Scholes Model

Risk Return Analysis

Introduction to PortfolioAnalytics
The Benefits of Diversification
Risk/Return Paradigm
Capital Allocation Line and Capital Market Line
Optimal Asset Allocation with Markowitz Framework

The CAPM Model

Introduction to PerformanceAnalytics
Idiosyncratic versus Systematic Risk
Risk Factors
The CAPM
Fama-French and Other Factor Models
Empirical Testing of the CAPM

Portfolio Risk Management

PerformanceAnalytics for Risk Management
The Value-at-Risk (VaR) Model
The Expected Shortfall (ES)
Benefits and Pitfalls of VaR Approach
Hedging Financial Exposure

Certificate in Quantitative Financial Programming with R

How It Works

Test Details

Benefits of Certification