Financial Mathematics & Credit Models

Risk modeling

• IFRS 9 Requirements & Interpretation
• Basel II, ASRF Model & IFRS9 Application
  
• CECL for Credit Cards
• Quantitative Credit Risk Models Comparison

Financial mathematics

• Ito’s Lemma & Stochastic Calculus
• Derive Black-Scholes Model
  
• Finite Difference for PDEs
• SABR Model (for Fixed Income Derivatives)
• Bond Analytics - Python
• Efficient Frontier - return and variance