# Quantitative Investment Management

- Institution: IIT Roorkee
- Department: Management
- Teacher: Prof. J. P Singh
- Level: Undergraduate
- Language: English
- Subjects: Business and management
- Source: [NPTEL](https://nptel.ac.in/courses/110107162)
- Licence: [CC BY-NC-SA](https://nptel.ac.in/faq) (Non-commercial use only.)
- Syllabus: [at the source](https://nptel.ac.in/courses/110107162)
- Who can watch: Tweens profiles and older (sources give no ratings; placed by Invisible Network from the source's own words)

Regulatory reforms across the world are gradually being introduced to reduce trade impediments between nations and usher in free market based pricing. Cross border investments through direct/portfolio routes are also being enticed as a medium for funding of growth and developmental activities. In addition, the governments of developing nations continue to pursue their strategy of partial privatization of the frontier sectors in an attempt to raise revenues for the exchequer as well as reduce operational losses with increased efficiency. Under these stimuli, scientific investment management by the investor fraternity becomes of cardinal necessity for generating competitive returns and surviving in the marketplace. Financial instruments have proven to be immensely useful as versatile investment avenues. Their vitality can be gauged from the exponential growth in trading volumes as well as the advent of new structured products literally on a day to day basis.

Intended audience: The audience would comprise of those desirous of get acquainted with the quantitative techniques of financial securities valuation and their strategical application in investment management of structured portfolios. The learners would be able to appreciate the nuances that have led to the origin and extensive development of this field of knowledge.

Prerequisites: Senior School Mathematics

## Lectures

1. [Overview & Introduction, Debt & Equity](https://invisiblenetwork.ai/learn/nptel/110107162/c47cfbd3fcd0) (YouTube)
2. [Hybrids, Derivatives](https://invisiblenetwork.ai/learn/nptel/110107162/c0b68ad84e31) (YouTube)
3. [Financial Risk](https://invisiblenetwork.ai/learn/nptel/110107162/f1c730e5efd9) (YouTube)
4. [Arbitrage](https://invisiblenetwork.ai/learn/nptel/110107162/301ad69894af) (YouTube)
5. [Arbitrage Free Pricing](https://invisiblenetwork.ai/learn/nptel/110107162/95f578a6ff10) (YouTube)
6. [Arbitrage Free Pricing of Bonds](https://invisiblenetwork.ai/learn/nptel/110107162/8279066e07d2) (YouTube)
7. [Forward Rates, Bond Pricing with Forward Rates](https://invisiblenetwork.ai/learn/nptel/110107162/e43eb6c806b1) (YouTube)
8. [Binomial Interest Rate Tree](https://invisiblenetwork.ai/learn/nptel/110107162/f41285064b24) (YouTube)
9. [Bond Pricing with Binomial Trees](https://invisiblenetwork.ai/learn/nptel/110107162/2fc4643d4205) (YouTube)
10. [Bond Pricing Contd.](https://invisiblenetwork.ai/learn/nptel/110107162/20d52ba73336) (YouTube)
11. [Valuation of Bonds with Embedded Options](https://invisiblenetwork.ai/learn/nptel/110107162/d06bd9e10024) (YouTube)
12. [Features of Option Embedded Bonds](https://invisiblenetwork.ai/learn/nptel/110107162/66e6886738b3) (YouTube)
13. [Yield to Maturity](https://invisiblenetwork.ai/learn/nptel/110107162/1c2df4194fa6) (YouTube)
14. [Bond Yields & Yield Spreads](https://invisiblenetwork.ai/learn/nptel/110107162/ed61a72cf0ea) (YouTube)
15. [Z Spread & Option Adjusted Spread (OAS)](https://invisiblenetwork.ai/learn/nptel/110107162/ee2d6e357f6f) (YouTube)
16. [Yield Spreads Contd.](https://invisiblenetwork.ai/learn/nptel/110107162/99dd93213766) (YouTube)
17. [Interest Rate Risk](https://invisiblenetwork.ai/learn/nptel/110107162/6f299814cb34) (YouTube)
18. [Duration & Immunization](https://invisiblenetwork.ai/learn/nptel/110107162/396075099a0a) (YouTube)
19. [Immunization & Bond Dynamics](https://invisiblenetwork.ai/learn/nptel/110107162/02fb9be6c113) (YouTube)
20. [Duration Properties](https://invisiblenetwork.ai/learn/nptel/110107162/f2ee081b33b2) (YouTube)
21. [Effective Duration](https://invisiblenetwork.ai/learn/nptel/110107162/39ac2edc990f) (YouTube)
22. [Key Rate Duration](https://invisiblenetwork.ai/learn/nptel/110107162/ad1f17265989) (YouTube)
23. [One Sided Duration](https://invisiblenetwork.ai/learn/nptel/110107162/f74b10bff81d) (YouTube)
24. [Modeling of Fixed Income Returns](https://invisiblenetwork.ai/learn/nptel/110107162/29cff77db2df) (YouTube)
25. [Immunizing a Single Liability](https://invisiblenetwork.ai/learn/nptel/110107162/3bde879d49ec) (YouTube)
26. [The Barbell Strategy -1](https://invisiblenetwork.ai/learn/nptel/110107162/edf6a4f658fb) (YouTube)
27. [The Barbell Strategy -2](https://invisiblenetwork.ai/learn/nptel/110107162/b26b2d8bcb45) (YouTube)
28. [Yield Shifts & Immunization](https://invisiblenetwork.ai/learn/nptel/110107162/03c0f0174946) (YouTube)
29. [Fixed Income Portfolio Strategies -1](https://invisiblenetwork.ai/learn/nptel/110107162/3f6b8bcd6ab6) (YouTube)
30. [Fixed Income Portfolio Strategies - 2](https://invisiblenetwork.ai/learn/nptel/110107162/c5967595468b) (YouTube)
31. [Fixed Income Portfolio Strategies - 3](https://invisiblenetwork.ai/learn/nptel/110107162/e8f3ac3a45e5) (YouTube)
32. [Floaters, Caps & Floors](https://invisiblenetwork.ai/learn/nptel/110107162/d55091eafcb4) (YouTube)
33. [Derivatives, A Recapitulation](https://invisiblenetwork.ai/learn/nptel/110107162/5eff63651c64) (YouTube)
34. [Forward Pricing – Investment Assets](https://invisiblenetwork.ai/learn/nptel/110107162/93a678f8c84c) (YouTube)
35. [Forward Pricing – Consumption Assets](https://invisiblenetwork.ai/learn/nptel/110107162/b388a09bcc83) (YouTube)
36. [Introduction to Options](https://invisiblenetwork.ai/learn/nptel/110107162/af799f2b9464) (YouTube)
37. [Put Call Parity & Arbitrage](https://invisiblenetwork.ai/learn/nptel/110107162/a25b19dda6f9) (YouTube)
38. [American Options – 1](https://invisiblenetwork.ai/learn/nptel/110107162/c830d6b865e5) (YouTube)
39. [American Options – 2](https://invisiblenetwork.ai/learn/nptel/110107162/92ccd1845e38) (YouTube)
40. [Option Trading Strategies – 1](https://invisiblenetwork.ai/learn/nptel/110107162/7baeed7d0166) (YouTube)
41. [Option Trading Strategies – 2](https://invisiblenetwork.ai/learn/nptel/110107162/3bb0e87fbdba) (YouTube)
42. [Option Trading Strategies – 3](https://invisiblenetwork.ai/learn/nptel/110107162/f264e7c8e074) (YouTube)
43. [Option Pricing – Binomial Model – 1](https://invisiblenetwork.ai/learn/nptel/110107162/7eb578bc296c) (YouTube)
44. [Option Pricing – Binomial Model – 2](https://invisiblenetwork.ai/learn/nptel/110107162/6cd5d3c7e376) (YouTube)
45. [Option Pricing – American Options](https://invisiblenetwork.ai/learn/nptel/110107162/6aec9057316f) (YouTube)
46. [Random Walks](https://invisiblenetwork.ai/learn/nptel/110107162/46f847ce03ae) (YouTube)
47. [Brownian Motion](https://invisiblenetwork.ai/learn/nptel/110107162/301140c17265) (YouTube)
48. [Stochastic Calculus](https://invisiblenetwork.ai/learn/nptel/110107162/51be0cc9c623) (YouTube)
49. [Stock Price Modelling](https://invisiblenetwork.ai/learn/nptel/110107162/d29cca6fed8c) (YouTube)
50. [Black Scholes Model](https://invisiblenetwork.ai/learn/nptel/110107162/68573fd446d3) (YouTube)
51. [Futures - 1](https://invisiblenetwork.ai/learn/nptel/110107162/7c21e8b6c8e3) (YouTube)
52. [Futures – 2](https://invisiblenetwork.ai/learn/nptel/110107162/590f855317a7) (YouTube)
53. [Forward vs Futures Prices](https://invisiblenetwork.ai/learn/nptel/110107162/b595ca6d90a5) (YouTube)
54. [Futures Hedging](https://invisiblenetwork.ai/learn/nptel/110107162/27a6465deaf5) (YouTube)
55. [Issues in Futures Hedging](https://invisiblenetwork.ai/learn/nptel/110107162/9abf85e4b36b) (YouTube)
56. [Perfect Futures Hedge, Cross Hedge, Tailing the Hedge](https://invisiblenetwork.ai/learn/nptel/110107162/05a292483c7f) (YouTube)
57. [Stock Index Futures – 1](https://invisiblenetwork.ai/learn/nptel/110107162/314ffb4b9de6) (YouTube)
58. [Stock Index Futures – 2](https://invisiblenetwork.ai/learn/nptel/110107162/2b8bd8e92bbf) (YouTube)
59. [Interest Rate Futures – 1](https://invisiblenetwork.ai/learn/nptel/110107162/de0a8bde2733) (YouTube)
60. [Interest Rate Futures – 2](https://invisiblenetwork.ai/learn/nptel/110107162/f59f8c1824fb) (YouTube)