Free Phase 1 course

Market Risk Modelling in 26 Weeks

A practitioner course from market products and valuation foundations to advanced modelling. Phase 1 is available free with registration.

Phase 1

Market Products & Data

Free with registration

Learn the canonical market-risk portfolio: rates, swaps, FX forwards, cash equity, options, credit spreads, market data, trade representation, and full-revaluation P&L.

Lecture notes

Eight chapters covering products, valuation, market data, P&L, VaR, and stress testing.

Open notes

Quizzes

Check your understanding after the relevant lecture.

Lecture 2: Rates & Curves Lecture 3: FX, Equities & Forwards Lecture 4: Options & Volatility Lecture 5: Credit & Commodities

Student package

Download notebooks, lab briefs, datasets, source helpers, and setup files. Solutions are not included.

Download ZIP