Financial Mathematics

Financial Mathematics Course

In this 18-hour course, you will learn the fundamentals of Mathematical Finance that are commonly used among financial institutions.


Days till Start
Starting December, 2018


Markiyan Sloboda, Ph.D., Vice President Capital Market, Bank of Montreal


Intermediate Python programming and Statistics.


The course will include:

  • Binomial trees
  • Wiener processes and Ito’s lemma
  • Mechanics of options markets
  • The Black–Scholes–Merton model
  • Put-Call Parity
  • Fixed Income and Interest rates
  • Art of Term Structure Models (Drift and Volatility)
  • Credit Risk
  • Counterparty Credit Risk
  • Credit Risk Exposure
  • Default Probability, Credit Spreads, and Credit Derivatives
  • Operational Risk
  • Portfolios and Investments




Registration is now open for our Financial Mathematics Course starting in Fall, 2018.

Click the button below to register today.


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