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Optimize portfolios quantitatively. Mean-variance, Black-Litterman, and risk parity.
Estimated completion time: 21 lessons • Self-paced learning • Lifetime access
Production-grade optimization.
FI quant. Yield curve modeling, interest rate models, and credit risk models.
Quantitative risk models. VaR, CVaR, Monte Carlo simulation, and stress testing.
Design structured products. CLOs, CDOs, and financial engineering for product creation.