Topics |
Instructor |
Day/Date/Time |
- Introduction to Panel data analysis and causal inference methods
|
Prof. Subhankar Mukherjee |
Day 01 (02-Oct-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Fixed Income Securities: Specifics, Valuation and Risk Management
- Equity Valuation: Valuation methods and introduction to portfolio management
|
Prof. Suman Saurabh |
Day 02 (03-Oct-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Financial Statistics (EVD, Sampling, Bootstrapping, Simulation, etc.)
- Stochastic Processes and their Application in Quantitative Finance (Brownian Motion, Markov Process, Itô's Lemma, Weiner Process, etc.)
|
Prof. Raghu Nandan Sengupta |
Day 03
(23-Oct-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Forecasting (MA, Exponential Moving average, Holt Method, Holt Winter Method, etc.)
- Regression Analysis: Simple regression, Multiple regression, Dummy variable regression
- Probit and logit regression
- Time series analysis
- Application of regression techniques using financial data
|
Prof. Raghu Nandan Sengupta |
Day 04 (24-Oct-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Derivative Contracts: Specifics, Pricing, Valuation and Risk Management
|
Prof. Suman Saurabh |
Day 05 (30-Oct-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Optimization and Application in Portfolio Management (Markowitz Model, LP and Integer programming formulation, etc.)
|
Prof. Raghu Nandan Sengupta |
Day 06 (31-Oct-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Optimization and Application in Portfolio Management (Markowitz Model, LP and Integer programming formulation, etc.)
- Utility Theory and Investment Analysis, Bayesian Analysis and use in Financial Decisions (Risk, Different Utility Functions, Safety first principle, Stochastic dominance, etc.)
|
Prof. Raghu Nandan Sengupta |
Day 07 (06-Nov-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|
- Risk Management (Beta, VaR, CVaR, etc.)
- Credit Risk Modeling (Altman, KMV, Ohlson, etc.)
|
Prof. Raghu Nandan Sengupta |
Day 08 (07-Nov-21)
09:00-10:00 hrs (IST)
10:15-11:15 hrs (IST)
11:30-12:30 hrs (IST)
14:00-15:15 hrs (IST)
15:15-16:15 hrs (IST)
16:30-17:30 hrs (IST)
|