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Course Description

When people think about investing, they typically consider stocks and the stock market. Unlike Treasury securities, investing in equities like stocks involves purchasing shares in a publicly traded company on an exchange, which comes with significant risks due to share price fluctuations. Predicting exact future share prices is likely an unsolvable problem, but using the power of modeling, you can predict a range of possible future equity share price values.

In this course, you will discover how to use tools in the Julia programming language to simulate and analyze equity share price distributions. You will explore different approaches, from approximating future prices using discrete lattice models to using continuous stochastic modeling to simulate the prices over time for individual stocks and groups of stocks. By the end of the course, you will be able to predict future share price distributions, understand the statistical properties of these distributions, and evaluate the various methods for modeling share prices.

You are required to have completed the following course or have equivalent experience before taking this course:

  • Quantitative Modeling of Fixed Income Debt Securities

Faculty Author

Jeffrey D. Varner

Benefits to the Learner

  • Develop a binomial net present value equity trade rule
  • Examine geometric Brownian motion models and stylized facts
  • Explore advanced topics in single-asset geometric Brownian motion
  • Compute allocations for a portfolio of equities

Target Audience

  • Quantitative analysts
  • Finance professionals looking to upskill in data modeling
  • Engineers looking to transition into finance
  • Research scientists
  • Computer scientists
  • Personal investors

Applies Towards the Following Certificates

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Type
2 week
Dates
May 07, 2025 to May 20, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Jul 02, 2025 to Jul 15, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Aug 27, 2025 to Sep 09, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Oct 22, 2025 to Nov 04, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
Type
2 week
Dates
Dec 17, 2025 to Dec 30, 2025
Total Number of Hours
16.0
Course Fee(s)
Regular Price $999.00
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