Online Learning listings:
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Ibor Transition
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Data Science for Finance: Algorithmic Trading
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Programming Languages
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Python for Data Science and Artificial Intelligence by Paul Bilokon
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A Look at QuantLib Usage and Development by Luigi Ballabio
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Python for Finance by Yves J. Hilpisch
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Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
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F# and Functional Programming in Finance by Tomas Petricek
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Matlab – An Introduction for Financial Applications with Jörg Kienitz
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Mathematica / UnRisk by Michael Aichinger
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R in Finance by Joris Meys
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Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann
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Big Data, High-Frequency Data, and Machine Learning with kdb+/q - Two Day Workshop
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Fundamental Review of the Trading Book
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Interest Rate Modelling
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Advanced Interest Rate Modelling (Part 1) by Pat Hagan
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Advanced Interest Rate Modelling (Part 2) by Pat Hagan
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Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
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Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini
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ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
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Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord
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Risk Management
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Theory and Practice for the Simulation of Credit Risk by Norddine Bennani
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Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede
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Liquidity Risk Management (Part 2) by Antonio Castagna
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Bank ALCO Governance and Process Best-Practice by Moorad Choudhry
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Bank Internal Funds Transfer Pricing and Asset-Liability Management by Moorad Choudhry
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Bank Liquidity Risk Management by Moorad Choudhry
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Bank Strategic Asset-Liability Management by Moorad Choudhry
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Fintech
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XVA & Counterparty Risk
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XVA Master Class by Massimo Morini
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Theory and Practice for the FVA by Alexander Antonov
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Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey & Tomasz R. Bielecki
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Counterparty Risk and Funding (Part 1) by Stéphane Crépey
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Counterparty Risk and Funding (Part 2) by Stéphane Crépey
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Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz
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Valuation Adjustments: Pricing and Risk by Andrea Prampolini
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Collateral Optimization in Light of Credit Risk Regulation and Clearing by Dmitry Pugachevsky
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Counterparty Risk, CVA and Basel III by Harvey Stein
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Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol
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Inflation Modelling
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Equity Modelling
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Monte Carlo
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Contingent Convertibles