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    Quick Facts

    Medium Of InstructionsMode Of LearningMode Of Delivery
    EnglishSelf StudyVideo and Text Based

    Courses and Certificate Fees

    Certificate AvailabilityCertificate Providing Authority
    yesIIT Kanpur

    The Syllabus

    • Introduction to Faculty and TA
    • Fundamentals of R
    • Data Cleaning
    • Data Visualization

    • Economic theory of choice
    • Introduction to Market Microstructure

    •  Introduction to Risk and Return
    • Portfolio Theory and Asset Pricing Models
    • Portfolio Optimization and Mean Variance Framework
    •  Advanced Portfolio Optimization

    • Introduction to Capital Asset Pricing Model (CAPM)
    • Single and MultiIndex Models
    • Introduction to Arbitrage Pricing Theory (APT)

    • Introduction to Carbon Markets
    • A Case Study on EUETS
    •  A case study on EUETS Part 2
    • Price Formation and Liquidity Dynamics

    • Global Emission Trading Systems
    • Carbon price determinants
    • Carbon market connectedness with other financial markets

    • Introduction to Univariate Models
    • Introduction to ARMA Process
    • Nonstationarity, Cointegration, and Error correction Models

    • Volatility Modelling
    • Tail Risk Measurement: VaR and CVaR (or ES) models

    • Introduction to Blockchain
    • Tutorial on data visualization
    • Tutorial on Portfolio construction with advanced financial market instruments

    • Introduction to Blockchain operations
    • Advanced Financial Markets Instruments: Return and Volatility Modelling and Forecasting

    • Introduction to Cryptography
    • Introduction to Cryptocurrencies
    • Introduction to Central Banking Digital Currency (CBDC)

    • Sustainable Investing
    • SRI across the Globe
    •  Course Summary

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