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Computational Finance

Quantitative Finance Path

The MATLAB environment is optimal for performing a range of challenging quantitative finance tasks, such as manipulation of large datasets, distribution fitting, bootstrapping and Monte Carlo simulation. This learning path is designed to equip financial engineers and quantitative analysts with the skills to build sophisticated quantitative models that are also efficient, robust and auditable.

Learning Path Duration: 7 – 11 training days

Risk Management Path

Risk managers around the world use MATLAB because of the ease with which they can analyse and visualise data and build risk models without needing to be expert programmers. This learning path is designed to teach risk management professionals how to build sophisticated risk models and perform large-scale risk analysis on their data.

Learning Path Duration: 6 – 9 training days

Portfolio Optimisation and Analysis Path

Portfolio managers and investment analysts around the world use MATLAB because of the ease with which they can analyse and visualise data and build portfolio models without needing to be expert programmers. Central to this work is the requirement to perform numerical optimisation, a task which is greatly simplified through the range of pre-built optimisation algorithms that exist in MATLAB and related toolboxes. This learning path is designed to build expertise in portfolio optimisation and asset allocation. Essential skills of data manipulation and model development are also emphasised, with an option to learn about statistical methods.

Learning Path Duration: 4 – 6 training days

Financial Application Development Path

MATLAB’s fully-fledged programming language and state-of-the-art software development tools make it ideal for building and maintaining production-quality applications. The development workflow, which allows you to move from prototype to production, without the need to recode, is the perfect fit for a financial organisation in which time-to-market is important. This learning path is designed for those in the finance industry who need to build applications that are robust, scalable and efficient.

Learning Path Duration: 6 – 9 training days