Certificate Program in AI for Derivative Valuations(CPAIDV)

Applied AI for Finance

Live Online Instructor-led Weekend Program
  • English

Quick Facts

  • Program Duration
  • Program Schedule
  • Program Timing
  • Program Start Date

CPAIDV Program | AI for Derivative Valuations Course Highlights

IIQF super specialization AI program covering the AI & ML driven modelling use cases for derivative valuations & pricing

  • Focused learning journey to cover the essentials on derivative products, derivative pricing framework & fair valuation principles.
  • Insightful coverage of quantitative front-office and back-office valuation & pricing models for derivatives using AI & ML techniques & algorithms.
  • Extensive coverage of the AI & ML adoption considerations, challenges & cautions - mispricing risk, pricing anomalies & disputes, pricing verifications etc.
  • Practical deep-dive into AI & ML driven models, methodology, & mechanics across supervised & deep learning regimes. Coverage of best quants modelling practices and research topics in derivative valuations & pricing domain.
  • Designed to deliver know-how on derivative risk analytics use cases encompassing high dimensional, simulation driven & non-linear problem sets.
  • Rigorous live classroom lectures from our expert faculty panel constituting BFSI industry subject matter experts & academic researchers.
  • Practical hand-on learning through Python prototyping & implementation workshops on front-to-back model building & algorithmic training exercises
  • Renders technical know-how on BFSI & Fintech industry derivative solutions & application ecosystem - architectural design & technology stack.
  • BFSI industry mentor-led AI for derivative valuation & pricing capstone projects and implementation white paper writing.

About AI for Derivative Valuations

BFSI CARER ROLES

  • Front office pricing quants modeler
  • Derivative valuation ai model validator
  • derivative products AI researcher
  • Derivative pricing Data Scientist
  • Derivative analytics specialist
  • Derivative risk engine platforms engineer
  • Derivative risk systems developer
  • Front office ai system product owner & project manager

BFSI CORE COMPETENCIES

  • Risk Domain Skills
    - Derivative products
    - Derivative valuation & pricing
    - Derivative portfolio risk management
    - Derivative regulation
  • Exploratory data analytics SKILLS
    - New Age unstructured data mechanics
    - Alternative data sets
    - Big data merging, manipulating & mining
    - Data analytics & diagnostics
    - Data augentation & visulization
  • Model development & validation skills
    - AI & ML methodology & Techniques
    - AI & ML model performance evaluation, validation & explainability
  • Programming & technology skills
    - Model building & deployment in PYTHON
    - Ai & ml infra, architecture & tech stack

CPAIDV - KEY LEARNING OUTCOMES

  • Ai & ML use cases for derivative valuation & pricing problems
    - Derivative products
    - Derivative pricing & valuation modelling
    - High dimensional problems & datasets
    - Deep learning for pricing problems
    - Neural networks design for pricing problems
  • Ai & ML adoption for risk management
  • Responsible AI Data privacy & security
  • Explainable AI AI & ML Explainability & Interpretability

CPAIDV Course Outline

IIQF super specialization AI program covering AI & ML algorithmic design & application use case for Derivative Valuations & Pricing domain.

Curated AI & ML use cases for Derivative Valuations & Pricing
Derivative Valuations & Pricing Domain Modelling & Analytics Use Cases
Derivative Products
  • Standardized or Plain-Vanilla Derivatives
  • Linear versus Non-Linear Payoffs
  • Exotic Derivatives
  • Structures Products
Derivative Pricing Framework
  • Stochastic Processes& Modelling
  • Risk Neutral versus Real World Pricing
  • Fair Valuation Principles
  • Derivative Portfolio Risk
AI & ML Models for Derivative Pricing & Valuation
  • High Dimensional Problem & Data Sets
  • Deep Learning Paradigm
  • Neural Networks - Multi Layer Perceptron, Artificial NN, Feed Forward NN, Recurrent NN (LSTM & GRU)
  • Model Hyperparameters Tuning & Optimization
Explainable AI
  • Model Algorithmic Bias & Model Uncertainty
  • Model Performance Evaluation Metrics
  • AI & ML Explainability & Interpretability
Responsible AI
  • Data Privacy & Security
  • Regulatory Ask & Expectations
CPAIDV Prerequisites – Need prior AI & ML technique know-how and intermediate-level programming proficiency in Python

CPAIRM Course Calendar

Batch Start Date Fee Mode Time

Appliation of AIML in BFSI Industry

AI- ML Data Science Applications in Finance Podcast Series

AI- ML Data Science in Finance

Faculty

Admission Process in Derivative Valuation Course

  • Send Your Application

  • Get on a call with a counsellor

  • Wait for Application Acceptance

  • Pay the fee & join the upcoming batch

Finance your Study

Educational Loans

We are very happy to help you progress to greater heights in your career in every way possible. Education loans available at 0% interest for full time Indian residents. Easy EMI plans available.

Student Aid

Encourages the full time students to enter this domain, benefits, if you are still pursuing formal education.

Get Answers

  • What are broader application use cases of Artificial Intelligence (AI) & Machine Learning (ML) in derivative valuation & pricing?

    AI & ML techniques are extensively employed in derivative valuation & pricing framework for risk neural pricing & fair valuation of derivative products as well as for dynamic risk management & optimization of derivative portfolio.
  • What are the desired skill sets & core competencies to be a AI & ML expert in derivative valuation & pricing domain?

    AI & ML derivative valuation applications requires skill building in key learning areas like derivative products & valuation risks, high dimensional problems, non-linear estimation, AI & ML techniques, Explainable AI & Responsible AI, programming skills, AI & ML tech stack & toolset knowhow etc.
  • How AI & ML models are more cutting edge than the conventional statistical models for risk management problem sets?

    AI & ML models are far more capable of handling noisy data, modelling alternative datasets, building dynamic data-driven models, estimating non-linear & complex relationships, solving high-dimensional problems & many more.
  • What kind of domain expertise is catered by CPAIDV certification?

    CPAIDV is a specialized certification covering AI & ML algorithms and their applications in derivative valuation and pricing. This specialized application-oriented course is designed to cover the modelling essentials and AI & ML use cases for derivative products, derivative valuation & pricing and derivative portfolio risk.
  • What are the key topics & learning outcomes covered by the CPAIDV certification?

    CPAIDV is designed to impart technical, domain and practical use-case specific know how in below crucial areas:

    • Essentials  Derivative Products, Derivative Valuation & Pricing Framework
    • AI & ML Application  Deep Learning Neural Networks based models for Derivative Valuation & Pricing
    • Explainable AI  Evaluate & explain the results of the black-box Neural Networks
  • Are there any prerequisites required for CPAIDV certification?

    CPAIDV requires prior AI & ML technique know-how and intermediate-level programming proficiency in Python.
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