The outcomes are expected to be

• Building blocks of quantitative finance, such as Itô calculus, stochastic calculus and martingale theory and learn how to use simple stochastic differential equations and their associated Fokker- Planck and Kolmogorov equations.
• The Black-Scholes theory as a theoretical and practical pricing model which is built on the principles of delta hedging and no arbitrage. The theory and results in the context of equities and currencies using different kinds of mathematics.
• Latest data science and machine learning techniques with essential mathematical tools in the frame of supervised learning, including regression methods, k-nearest neighbors, support vector machines, ensemble methods.