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Quantitative Finance: Pricing, Risk Management & Trading
Quantitative Finance Made Simple: Probability to Algorithmic Trading, Asset Pricing, Derivative & Portfolio Optimization
5.037 reviews146 learners
- All Levels
- 1h 33m video
- 25 lectures
- English
- Captions
- Updated 2026
Taught by Muhammad Usman Anwar
- 1h 33m of on-demand video
- 25 lectures across 5 sections
- One-off payment — no subscription
- Lifetime access on web and mobile
- Closed captions (English)
Curriculum
5 sections25 lectures1h 33m total
- Introduction to Quantitative Finance and the Role of Quants3:36
- Core Mathematical Concepts: Probability and Statistics3:19
- Core Mathematical Concepts: Calculus and Linear Algebra Overview3:44
- Financial Markets Overview: Equities, Fixed Income, and Derivatives3:46
- Time Value of Money and Discounting Principles3:44
- Modern Portfolio Theory and the Efficient Frontier3:28
- Capital Asset Pricing Model (CAPM) and Alpha vs. Beta3:41
- Arbitrage Pricing Theory (APT) and Multi-Factor Models3:46
- Fixed Income Mathematics: Yield, Duration, and Convexity3:39
- Term Structure of Interest Rates and Yield Curves3:38
- Mechanics of Forwards, Futures, and Swaps3:45
- Options Basics: Payoff Structures and Put-Call Parity3:35
- Binomial Option Pricing Model3:39
- Black-Scholes-Merton Model: Assumptions and Mechanics3:44
- Understanding Option Greeks: Delta, Gamma, Theta, Vega, and Rho3:30
- Introduction to Financial Risk: Market, Credit, and Operational Risk3:46
- Value at Risk (VaR): Variance-Covariance Method3:50
- Value at Risk (VaR): Historical Simulation and Monte Carlo Approaches3:47
- Expected Shortfall (Conditional VaR) and Tail Risk3:52
- Stress Testing and Scenario Analysis Frameworks3:57
- Statistical Arbitrage and Mean Reversion Concepts3:46
- Momentum and Trend Following Strategies3:56
- Algorithmic Execution and Market Microstructure Theory3:58
- Portfolio Optimization Techniques and Constraints4:01
- Performance Attribution and Risk-Adjusted Return Metrics3:45
About this course
This course contains the use of Artificial Intelligence. [[ Unofficial Course ]] Quantitative Finance Masterclass is a comprehensive course designed to provide you with a strong understanding of the mathematical, statistical, financial, and analytical concepts used in modern quantitative finance. Whether you are interested in financial markets, asset pricing, derivatives, risk management, portfolio construction, or quantitative trading, this course provides a structured learning journey from foundational concepts…
Before you start
- No prior professional experience in quantitative finance is required.
- An interest in financial markets, investments, derivatives, risk management, or quantitative trading is recommended.
Who it’s for
- Students and graduates interested in quantitative finance and financial engineering.
- Aspiring quantitative analysts and financial analysts.
- Finance professionals seeking to strengthen their quantitative and analytical skills.
- Investment professionals interested in asset pricing and portfolio management.
- Traders interested in quantitative trading and statistical strategies.
- Risk management professionals seeking to understand quantitative risk measurement techniques.
- Professionals interested in derivatives, options pricing, and financial modeling.
- Individuals who want to understand CAPM, APT, Black-Scholes-Merton, VaR, and other quantitative finance models.
- Anyone interested in financial markets, mathematical finance, and quantitative investment strategies.
- Learners who want a broad and structured introduction to the concepts and techniques used in modern quantitative finance.
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