Course curriculum

  • 1

    UNIT 1: COURSE INTRODUCTION (95 min)

    • Course Introduction and CQRM/IIPER Overview (23 min)

    • Introduction to Risk Simulator (45 Min)

    • BizStats and Decision Trees (20 Min)

    • Introduction to Real Options (27 Min)
  • 2

    UNIT 2: MONTE CARLO SIMULATION (90 min)

    • Monte Carlo Theory (20 min)

    • Monte Carlo Simulation in RS, Fitting, Custom (26 min)

    • Descriptive Statistics (27 min)

    • Correlations (22 min)
  • 3

    UNIT 3: DATA ANALYTICS (60 min)

    • Tornado, Scenario Overlay Segment Breaks Statistical Analysis (29 min)

    • Boostrapping, Multidimensional, Correlation, Precision, Decision Tree (28 min)
  • 4

    UNIT 4: OPTIMIZATION (50 min)

    • Optimization Theory and Application Overview (24 min)

    • Optimization Modeling (24 min)
  • 5

    UNIT 5: FORECASTING (120 min)

    • Forecasting Theory (26 min)

    • MRA, Stepwise, Bivariate Forms, Basic Econometrics (35 min)

    • Forecasting, TSA, JS, Stochastics (27 min)

    • ARIMA, Econometrics, GARCH, Cubic Spline, LIMDEP, Stochastic (29 min)
  • 6

    UNIT 6: REAL OPTIONS THEORY (95 min)

    • Introduction to Strategic Real Options (10 Min)

    • Risk Neutral Probability and Binomials (25 Min)

    • Example Cases in Industry (30 Min)

    • Manually Solving European Options and SLS (35 Min)
  • 7

    UNIT 7: REAL OPTIONS APPLICATIONS (160 min)

    • Option to Expand (15 min)

    • Option to Contract (10 min)

    • Option to Choose (12 min)

    • Sequential Compound Options (19 min)

    • Volatility (20 min)

    • Barriers, ESO, Exotics, MNLS (25 min)

    • Option to Abandon (20 min)

    • Case Studies (37 min)
  • 8

    UNIT 8: CQRM REVIEW (90 min)

    • CQRM Review II (30 Min)

    • CQRM Review I (30 Min)

    • CQRM Review III (30 Min)