Courses

• 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

• Data Science for Finance: Quantitative Trading Strategies by Nick Firoozye

• Data Science for Finance: 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

 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

• 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

• Managing Bank Treasury and ALM during the Coronavirus Stress Impact by Professor Moorad Choudhry

 Fintech

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

 XVA & Counterparty Risk

• XVA Master Class by Massimo Morini

• 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

 Inflation Modelling

• Understanding Inflation and Inflation-Linked Products by Brice Benaben

 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