Indian Institute of Quantitative Finance

Center of Excellence in Quantitative Finance and Financial Engineering

Current Courses

Post Graduate Program in Financial Engineering

Certificate Program in
Applied Mathematical Finance
for Engineers

Certificate Program in
Financial Modelling in Excel

Certificate Program in
Advanced Financial Modelling
in Excel and VBA Programming

Financial Risk Management

FRM^® 2012 Training Mumbai

FRM^® 2012 Training Delhi

FRM^® 2012 Training Kolkata

FRM^® 2012 Training Bangalore

FRM^® 2012 Training Hyderabad

FRM^® 2012 Training Chennai

Contact Us

Mumbai Office:
Module No. 624, Mastermind IV,
Royal Palms IT Park, Goregaon (E),
Mumbai - 400065

Office Hours:
Weekdays : 10:00 AM - 7:30 PM
Saturdays & Sundays : 2:30 PM - 7:30 PM

Contact Person
Nitish Mukherjee : +91-9769860151 /
+91-22-28797660

Delhi Office:
F-109 Vardhman Plaza Complex LSC 2,
Pocket B Mayur Vihar 2,
Delhi - 110091

Office Hours:
Weekdays : 10:00 AM - 7:30 PM
Saturdays & Sundays : 2:30 PM - 7:30 PM

Contact Person
Alok Bharti : +91-9810054323

Post Graduate Program in Financial Engineering (PGPFE)
1 Year (Part Time) - Brief Syllabus

Foundation Module

Semester	Term	Subject	Credit
I	Summer	Module 101 – Fundamentals of Investment Finance	0
		Introduction to Finance
		Introduction to Fixed Income Instruments
		Introduction to Financial Derivatives

Core Modules

Semester	Term	Subject	Credit
I	Summer	Module 103 – Statistics and Econometrics for Financial Engineering	2
		Probability Distributions
		Hypothesis Testing and Statistical Inference
		Econometrics For Finance
		Forecasting Volatility and Correlations
I	Summer	Module 104 – Mathematics for Financial Engineering	2
		Linear Algebra
		Calculus - Ordinary and Partial Differential Equations
I	Fall	Module 105 – Stochastic Calculus for Financial Engineering	4
		Stochastic Processes in Finance : Martingales and Measures, Ito’s Lemma, Markov Property, Diffusion Processes, Jump Diffusion Processes, Girsanov's Theorem, Levy’s Theorem, Feynman-Kac Formula, Kolmogorov Equations
		Stochastic Differential Equations and Solutions
I	Fall	Module 106 – Monte Carlo Simulations for Financial Engineering	3
		Simulation Techniques
		Monte Carlo Simulation in Excel
		Monte Carlo Simulation Using VBA / C++
I	Fall	Module 107 – Quantitative Investment Management	6
		Fixed Income Mathematics
		Derivatives Products and Strategies
		Option Pricing Fundamentals
		Equity / Equity Index Options Pricing in VBA / C++
		Interest Rate Derivatives Pricing in VBA / C++
		Currency Derivatives Pricing in VBA / C++
		Mortgages and Mortgage-Backed Securities (MBS)
		Credit Derivatives Pricing in VBA / C++
		Valuation of Swaps in VBA / C++
II	Winter	Module 108 – Financial Risk Management	3
		Introduction to Financial Risk Management
		Financial Economics
		Measures of Risk
		Value-at-Risk – Models and Estimation Techniques
		Applications of Value-at-Risk

Electives (Financial Risk Management)

Semester	Term	Subject	Credit
II	Winter	Module 109 – Market Risk Management	4
II	Spring	Module 110 – Credit Risk Management	4
II	Spring	Module 111 – Liquidity Risk Management	2
II	Spring	Module 112 – Operational Risk Management	2

Electives (Investment Management)

Semester	Term	Subject	Credit
II	Winter	Module 201 – Portfolio Construction	4
II	Spring	Module 210 – Performance Attribution	4
II	Spring	Module 211 – Algorithmic Trading	4

Training on Thomson Reuters Software Systems

Semester	Term	Subject	Credit
		Training on Thomson Reuters systems	3

Dissertation

Semester	Term	Subject	Credit
II	Spring		15

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Bharti Softland

Post Graduate Program in Financial Engineering (PGPFE)1 Year (Part Time) - Brief Syllabus

Post Graduate Program in Financial Engineering (PGPFE)
1 Year (Part Time) - Brief Syllabus