Intertemporal capital valuation, continuous & discrete compounding frequencies, DCF discounting, and capital budgeting.
14 Modules
Finite and perpetual cash flow streams, ordinary & annuity-due conventions, geometric growth, and sinking funds.
11 Modules
Mortgage underwriting, amortization tables, Net Operating Income (NOI), cap rates, debt yields, and levered equity IRR.
13 Modules
Term structure bootstrapping, Macaulay & modified duration, convexity, and stochastic short-rate models (Vasicek, CIR, Hull-White).
19 Modules
Intrinsic equity pricing (DDM, DCF, FCFF/FCFE), cost of capital (WACC, CAPM), DuPont decomposition, and Altman Z bankruptcy.
16 Modules
Modern Portfolio Theory (Markowitz), Sharpe/Sortino/Calmar attribution, Fama-French multi-factor, and Black-Litterman.
15 Modules
Black-Scholes-Merton PDE solutions, Greeks, binomial trees, Heston stochastic volatility, jump-diffusion, and swaps.
14 Modules
Value at Risk (VaR), Conditional VaR (Expected Shortfall), Cornish-Fisher expansion, Merton structural credit, and Kelly sizing.
12 Modules
Multivariate regression, Newey-West HAC, cointegration (Engle-Granger, Johansen), volatility clustering (ARCH, GARCH, EGARCH).
14 Modules
Statistical arbitrage, Ornstein-Uhlenbeck SDEs, fractal Hurst analysis, Fokker-Planck diffusion, Random Matrix Theory.
12 Modules
Order book dynamics, Kyle's lambda price impact, Roll spread, Order Flow Imbalance (OFI), and Almgren-Chriss execution.
8 Modules
Gaussian & heavy-tailed Student-t modeling with static 50,000-sample empirical datasets, Weibull survival, and GMM sampling.
8 Modules • 50k Samples
Hypothesis testing engines: 1-sample & Welch t-tests, ANOVA F-tests, Mann-Whitney U, Wilcoxon, Kolmogorov-Smirnov, Chi-square.
9 Modules
Ridge (L2), Lasso (L1) coordinate descent, Elastic Net, Logistic MLE, SVD Principal Component Analysis, K-Means, 50k Bootstrap.
10 Modules
Fast Fourier Transform (FFT) periodograms, Holt-Winters exponential smoothing, wavelet thresholding, and Markov regime switches.
5 Modules
