Financial Mathematics Training

16 hours/3 months access/Instructor Supported

 

Overview
Financial Mathematics is a building block to learners in the field of finance. The topics expose the user to fundamental concepts such as cash flows, present value, future value, yield and probability that form the basis for further advanced learning.

 

After completing this course you will be able to:

• Understand the dynamics of cash flows
• Calculate the various yield measures such as current yield & yield-to-maturity
• Calculate the price of option-free bonds and price/volatility characteristics of bonds with embedded options
• Comprehend volatility and correlation and methods to calculate them

 

Financial Mathematics
Time taken to complete each Course: Two - Three hours

1. Basic Financial Measures

·         Objectives

·         Yield Measures

·         Total Return Analysis

·         Net Present Value

·         Duration

·         Convexity

·         Price Value of a Basis Point

2. Time Value of Money

·         Objectives

·         Introduction

·         Future Value of Money

·         Present Value of Money

·         Future Value of Annuities

·         Present Value of Annuities

·         Present Value of Perpetuities

·         Amortization

3. Bond Pricing

·         Objectives

·         Pricing of Option-free Bond

·         Pricing of Floater/Inverse Floater

·         Price Determination between Coupon Periods

·         Yield Analysis

·         Price Volatility

4. Yield Curve Analysis

·         Objectives

·         Introduction to Yield Curve Analysis

·         Types of Yield Curves

·         Analyzing Yield Curve

·         Bond Arbitrage Strategies

·         Application of Yield Curves

5. Probability Distributions and their Properties

·         Objectives

·         Introduction

·         Types of Probability Distribution

6. Measuring Volatility

·         Objectives

·         Review of Concepts

·         Normal Distribution

·         Introduction to Volatility

·         Estimating Volatility

7. Correlation and Regression Analysis

·         Objectives

·         Introduction to Correlation

·         Calculating Correlation

·         Regression Analysis

JOB AIDS

·         Measurement Tools

 

Calculators in Financial Mathematics
1. Amortization
2. Convexity
3. Basis Point Value
4. Current Yield
5. Duration of Bond
6. Net Present Value
7. Present Value of uneven series
8. Simple Linear Regression
9. Time Value of Money
10. Total Return
11. Yield-to-Call
12. Yield-to-Maturity
13. Price of Option-free Bond
14. Future Value of uneven series
15. Dirty Price and Clean Price
16. Internal Rate of Return
17. Payment Calculator

 

 

Elearning Features

ProTrain, in partnership with Kesdee, offer state-of-the art simulated learning environment.  Exhaustive theoretical material supplemented with contemporary case studies

 

Learner friendly courses with:

>          Formulae, definitions and concise summaries

>          Interactive simulations

>          Solved examples, practice exercises and quizzes

>          Mock exams from proprietary database

>          Timed tests in exam format

>          Personalized results for self assessment

>          Glossary, FAQs, Pocket Reference

>          Valuable reference extracts

 

 

Other features include :

>          E-mail subject-matter expert

>          Online with 24x7 customer support