Certificate Program in AI for Derivative Valuations(CPAIDV)

Applied AI for Finance

Live Online Instructor-led Weekend Program
  • English

Quick Facts

  • Program Duration
  • Program Schedule
  • Program Timing
  • Program Start Date

CPAIDV Program | AI for Derivative Valuations Course Highlights

  • Financial Risk Prediction & Estimation -
    - Financial Instrument Pricing (Equity, Fixed Income, Commodity, IR, FX , Alternative Asset Classes
    - Derivative Pricing & Linear Factor Models
    - Derivative Valuation Adjustments (XVAs – CVA, DVA, MVA, FVA)
    - P&L Attribution
  • Financial Time Series Forecasting -
    - Volatility, Correlations & Covariance
    - Dynamic Hedging Strategy
  • Financial Unstructured Data Mining & Analytics-
    - Pricing Sensitivity Analysis

About AI for Derivative Valuations Pricing

BFSI CARER ROLES

  • AI & ML researcher
  • AI & ML domain expert
  • AI & ML model validator
  • Explainable AI & ML Expert
  • AI & ML project manager
  • AI & ML product designer
  • AI & ML Product Owner

BFSI CORE COMPETENCIES

  • Domain subject matter expertise
    – AI & ML domain centric application use cases
  • Researcher skills
    - AI & ML Literature review
    - AI & ML research topic awareness
    - AI & ML Research project & thesis
  • AI & ML Technique Adoption skills
    - Domain Centric AI & ML Algorithm & Model adaptations & implementations

CPAIDV - KEY LEARNING OUTCOMES

  • - Practical implementation of Derivatives Pricing Models in Python
  • - Practical Implementation for various Risk Models for Market Risk
  • - Practical Implementation for Credit Risk in Python
  • - Practical Implementation for Operational Risk in Python
  • - Practical Implementation for Liquidity Risk in Python
  • - Practical Implementation of latest Basel Norms/Dodd-Frank/FRTB etc.

CPAIDV Course Outline

AI & ML for Front Office Valuation & Pricing

10 Weeks
  • Financial Risk Prediction & Estimation
    - Financial Instrument Pricing (Equity, Fixed Income, Commodity, IR, FX,
  • Alternative Asset Classes), Derivative Pricing & Linear Factor Models, Derivative Valuation Adjustments (XVAs – CVA, DVA, MVA, FVA), P&L Attribution
  • Financial Time Series Forecasting
    - Volatility, Correlations & Covariance, Dynamic Hedging Strategy
  • Financial Unstructured Data Mining & Analytics
    - Pricing Sensitivity & Sentiment Analysis

CPAIDV Course Calendar

BatchStart DateFeeModeTime

Appliation of AIML in BFSI Industry

Faculty

Admission Process in Derivative Valuation Course

  • Send Your Application

  • Get on a call with a counsellor

  • Wait for Application Acceptance

  • Pay the fee & join the upcoming batch

Finance your Study

Educational Loans

We are very happy to help you progress to greater heights in your career in every way possible. Education loans available at 0% interest for full time Indian residents. Easy EMI plans available.

Student Aid

Encourages the full time students to enter this domain, benefits, if you are still pursuing formal education.

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