Courses

Full Course Listings:

• Progress through the courses independently at your own pace.

• Enjoy maximum flexibility to fit your own schedule, with no set deadlines to follow.

• Self-paced certificates.

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Coming soon:

• Introduction to Algorithmic Trading (ATC)
• Fundamental Review of the Trading Book: Impact and Implementation by Thomas Obitz
• Certificate in Climate Risk & Banking (CCRB) by The BTRM

AI / LLMs / ML:

• Quantum Machine Learning (QML) by Jack Jacquier 
• Large Language Models (LLM’s) in Finance Certificate
• Python for Data Science and Artificial Intelligence by Paul Bilokon
• Big Data, High-Frequency Data, and Machine Learning with kdb+/q by Jan Novotny & Paul Bilokon

Quantitative Developer:

• The Quantitative Developer Certificate (QDC)
• QUANTITATIVE Analyst Developer Strat: THE PROFESSION
• QDC - Module 1: Python for Finance
• QDC - Module 2: Databases in finance – Kdb+/q
• QDC - Module 3: C++ fundamentals with use cases from finance
• QDC - Module 4: Data Structures and Algorithms in C++
• QDC - Module 5: Designing algorithmic trading

Algo Trading:

• Algorithmic Trading Certificate Suite (ATC): A Practitioner’s Guide
• Quantitative Trading Strategies by Nick Firoozye
• Algorithmic Trading Strategies by Nick Firoozye

​​​Programming Languages:

• A Look at QuantLib Usage and Development by Luigi Ballabio
• Python for Finance by Yves J. Hilpisch
• Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
• F# and Functional Programming in Finance by Tomas Petricek
• Matlab – An Introduction for Financial Applications with Jörg Kienitz
• Mathematica / UnRisk by Michael Aichinger
• R in Finance by Joris Meys
• Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann

Fundamental Review of the Trading Book:

• Fundamental Review of the Trading Book by Christian Schmaltz
• Fundamental Review of the Trading Book: Impact and Implementation by Thomas Obitz (coming soon)

Interest Rate Modelling:

• Advanced Interest Rate Modelling (Part 1) by Pat Hagan
• Advanced Interest Rate Modelling (Part 2) by Pat Hagan
• Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
• Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini
• ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
• Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord

Risk Management & Bank Treasury

• Theory and Practice for the Simulation of Credit Risk by Norddine Bennani
• Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede
• Liquidity Risk Management (Part 2) by Antonio Castagna
• Bank ALCO Governance and Process Best-Practice by Moorad Choudhry
• Bank Internal Funds Transfer Pricing and Asset-Liability Management by Moorad Choudhry
• Bank Liquidity Risk Management by Moorad Choudhry
• Bank Strategic Asset-Liability Management by Moorad Choudhry

XVA

• XVA Master Class - CSA Discounting and Multicurve
• XVA Master Class - CVA and DVA Foundations
• XVA Master Class - The FVA Debate
• XVA Master Class - FVA vs KVA (and EVA)
• XVA Master Class - CVA: Models
• XVA Master Class - Model Risk in correlation of default events
• XVA Master Class - More on Capital and Prudent Valuation
• XVA Master Class - Hull, Sokol and White & Initial Margin
   
• XVA Master Class by Massimo Morini: Part 1
  • CSA Discounting and Multicurve
  • CVA and DVA Foundations
  • The FVA Debate
  • FVA vs KVA (and EVA)
     
• XVA Master Class by Massimo Morini: Part 2
  • CVA: Models
  • Model Risk in correlation of default events
  • More on Capital and Prudent Valuation
  • Hull, Sokol and White & Initial Margin
     
• XVA Master Class by Massimo Morini: Complete Parts 1 & 2

Counterparty Risk

• Theory and Practice for the FVA by Alexander Antonov
• Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey & Tomasz R. Bielecki
• Counterparty Risk and Funding (Part 1) by Stéphane Crépey
• Counterparty Risk and Funding (Part 2) by Stéphane Crépey
• Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz
• Valuation Adjustments: Pricing and Risk by Andrea Prampolini
• Collateral Optimization in Light of Credit Risk Regulation and Clearing by Dmitry Pugachevsky
• Counterparty Risk, CVA and Basel III by Harvey Stein
• Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol

Equity Modelling

• Advanced Equity Derivatives (Part 1) by Oliver Brockhaus
• Advanced Equity Derivatives (Part 2) by Oliver Brockhaus

Monte Carlo

• Monte Carlo Simulation in Finance (Part 1) by Jörg Kienitz
• Monte Carlo Simulation in Finance (Part 2) by Jörg Kienitz

Contingent Convertibles​​​​​

• Contingent Capital Explained (Part 1) by Wim Schoutens
• Contingent Capital Explained (Part 2) by Jan De Spiegeleer

Inflation Modelling

• Understanding Inflation and Inflation-Linked Products by Brice Benaben

Distributed Ledgers

• Bitcoin: the Distributed Public Ledger Revolution and the Future of Money by Ferdinando M. Ametrano