Full Online Learning listings: 

Online Learning listings: 

• Ibor Transition

  • Interest Rate Reform Conference

• Data Science for Finance: Algorithmic Trading

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

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

  • Natural Language Processing in Trading by Terry Benzschawel

• Programming Languages

  • Python for Data Science and Artificial Intelligence by Paul Bilokon

  • 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

  • Big Data, High-Frequency Data, and Machine Learning with kdb+/q - Two Day Workshop

• 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

• Fintech

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

  • QuanTech Conference Videos

• 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