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所在平台: Udemy |
课程主页: https://www.udemy.com/course/quantitative-finance-from-first-principles/
课程评论：没有评论
课程名称：从第一原理学习定量金融 课程概述：本课程旨在深入探讨定量分析师日常工作中所涉及的实用主题。课程的开端将详细讲解收益率曲线构建及其引导技术，学生将学习如何从市场工具中推导出零息票曲线。这些收益率曲线是定价多种固定收益和衍生金融工具的基础。 之后，课程将深入探讨估值调整（XVA），包括信用估值调整（CVA）和债务估值调整（DVA）。这一部分不仅涵盖理论概念，还通过数值实现进行探讨，特别强调蒙特卡洛模拟方法。 最后，模型校准是课程的核心主题之一，学生将学习如何将Hull-White模型与市场数据进行校准。课程使用Excel和Python进行模型实现，提供学生与行业标准工具的实际操作经验。Excel用于快速原型设计、可视化以及理解金融计算的结构，而Python则通过其强大的库（如NumPy和SciPy）成为行业标准工具。通过使用这两个平台，学生将建立起强大的实践技能，有效补充其理论知识，为实际的定量金融应用和模型开发做好准备。 今天就来成为一名备受尊敬的定量分析师吧！
The course, Quantitative Finance from First Principles, focuses on the practical implementation of topics that a quant uses in their day-to-day work.The course begins with an in-depth exploration of yield curve construction and bootstrapping techniques. Students will learn how to derive zero-coupon curves from market instruments. These yield curves form the foundation for pricing a wide range of fixed income and derivative instruments.The course then progresses to valuation adjustments (XVA), including Credit Valuation Adjustment (CVA) and Debit Valuation Adjustment (DVA). These are explored both conceptually and via numerical implementation, with an emphasis on Monte Carlo simulation.Model calibration is the final core theme, where students will learn to calibrate the Hull-White model to market data.Excel and Python are used to implement the models covered in the course, offering students hands-on experience with industry-standard tools. Excel is used for rapid prototyping, visualisation, and understanding the structure of financial calculations. Python, with its robust libraries such as NumPy and SciPy, has become an industry-standard tool. By working with both platforms, students develop a strong practical skill set that complements their theoretical knowledge and prepares them for real-world Quantitative Finance applications and model development.Become a well-respected Quantitative Analyst today!
