QF101 Quantitative Finance

What is Quantitative Finance? Why quantitative? Increasingly, mathematical and statistical methods are being applied by hedge funds and asset managers to generate superior returns while minimizing their risk exposures. Notable examples include the Renaissance Technologies' Medallion Fund in the U.S, and Quantedge Capital in Singapore. Strong quantitative skills are the foundation for these hedge funds. They are extremely good at applying Quantitative Finance models to extract critical investment and trading signals from big data with Artificial Intelligence (AI). For day-to-day risk management in any bank these days, quantitative skills are also indispensable in quantifying market risks, credit risks, liquidity risks, interest rate fluctuations, funding costs, capital adequacy, and the list goes on.

This 101 course introduces you to the essentials of Quantitative Finance models, starting with three basic principles to look at risk and return. It's going to be cool and fun to see how the math you have learnt so far (Pre-U Math) can be applied to solve problems faced by quantitative strategists and risk analysts.