Quant Finance Bootcamp 2026 (New Cohort)

What Will You Learn?

• Foundational Knowledge: Gain a solid understanding of derivative markets, including forwards, futures, and options, and the roles of different traders like hedgers, arbitrageurs, and speculators.
• Future Markets: Learn the intricacies of futures contracts, margin account operations, and the distinctions between forward and future contracts through case studies.
• Options Mechanics: Master the types of options, positions, and payoff diagrams, and differentiate between European and American options.
• Option Pricing: Explore the binomial tree method for pricing American options and the concept of risk-neutral valuation.
• Stochastic Processes: Delve into continuous and discrete stochastic processes, Brownian motion, and apply Ito's Lemma to quantitative finance models.
• Black-Scholes Model: Understand the assumptions, application, and interpretation of the Black-Scholes Merton model for option pricing.
• Risk Management with Greeks: Learn how to calculate and use Delta, Gamma, Rho, Theta, and Vega for hedging and risk management.
• Value at Risk (VaR): Analyze risk using VaR and Expected Shortfall, with backtesting and stress testing to validate models.
• Exotic Options: Explore the unique characteristics and applications of exotic options such as Asian, binary, and barrier options.
• Stochastic Interest Rate Modeling: Study stochastic interest rate models like Vasicek and CIR, focusing on their calibration, implementation, and differences.
• Stochastic Volatility Modeling: Study stochastic volatility models like Heston, focusing on their calibration, implementation, and differences.