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Afi, Escuela de Fianazas Aplicadas
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Executive Masters in Quantitative Finance

Executive Masters in Quantitative Finance
XI Edition
The program will take place between October and June, on Fridays and Saturdays, from 18:00 till 21:00 on Fridays and from 9:30 till 13:30 on Saturdays, in Afi Escuela de Finanzas Aplicadas (C/Españoleto 19 Madrid).

Apart from the contents described in the program that follows, students can simultaneously pursuit a Computational Module, as a complement for the masters. This module is based on Visual Basic and Matlab as computational tools. Students will be able to learn the main numeric calculus and simulation techniques, used for risk measurement and valuation models implementation. This module will be held on Thursdays from 17:00 till 21:00.
MODULE III
Variable yield valuation models
  • Hedging
  • Black-Scholes environment
  • Smile models
Rates valuation models
  • • Libor Market Model
Credit Valuation Models
  • Mono-reference instruments valuation
  • Instruments on baskets
  • Baskets models. Copules
Workshops
  • Workshops and final course project
MODULE COMPUTATIONAL
Introduction to Visual Basic and Matlab
  • Visual Basic: routines, functionalities and dinamisation of calculus sheets
  • Matlab: programming and functions. Data structures. Toolboxes handling
Numeric calculus techniques
  • Numeric matrix algebra
  • Numeric analysis: function zeroes, interpolation, adjustments, integration and derivation
  • Advanced techniques: optimization, trees implementation and exercise in advance
Simulation techniques

Montecarlo
  • Variance reduction, sampling by relevance
Download brochure
MODULE I
Computational basics
  • Excel
Financial instruments
  • Futures, forwards and options
  • Zero coupon curve and instruments on rates
  • Solvency probability curve and credit instrument
Mathematical fundamentals
  • Probability and simulation
  • Stochastic processes
MODULE II
Valuation fundamentals
  • Replication and non arbitrage valuation
  • Discreet models
  • Black environment
Mathematical fundamentals
  • Stochastic calculus
Risks
  • Market risk
  • Market on rates risk
  • Market on credit risk
  • Retail credit risk
2011-12 editions

After several years in the consulting sector and have worked with many different projects, I needed to reorient my professional career and find a different activity I was interested in doing. Thanks to Afi Escuela de Finanzas Aplicadas I got the change I was needing, and I now enjoy with my daily work. Even though we are facing a very difficult moment in our country, the Executive master program in Quantitative Finance has open doors for me in order to be able to readdress my career towards the world of finance. Putting it simply, I do not think any other program would have provided me with the skills and prestige needed to achieve this.

Daniel García Rodríguez
Daniel García Rodríguez
Credit Risk Analyst
Banesto

Markets have been experiencing radical changes in the past few years and the Executive master program in Quantitative Finance in Afi Escuela de Finanzas Aplicadas is about the best way to learn the most cutting edge practices in the sector. The technical background of the teachers and overall, their experience in first ranked financial institutions have allowed us to be updated in the technical concepts necessary for making a difference in our professional career, to both, those not at the front of treasury and those who are. The work is hard and the way long, but the outcome is worthwhile and the opportunities it arises, have no limits.

Juan Arriola Zalbide
Juan Arriola Zalbide
Funding and Treasure Management
Iberdrola

2010-11 editions

The contribution and commitment of Afi in my training have been simply imponderable. In the rough times we are living, the constant search for excellence and the labor specialization are irreplaceable in order to develop a successful professional career. Afi supports their students to that end. The practical orientation of the program, together with the experience and academic background of the teachers make this quantitative finance master program a leader in the market, easing the professional challenges their students face in the markets.

Bosco Pulido Livingston
Bosco Pulido Livingston
Treasury, Trading options
Santander

After an intense professional start up over two years as quant, and more than four years working with front structucturing I believed the time had come for me to update my theory training , especially after experiencing first-handed the great changes in the financial markets and that have implied the breaking of previously accepted hypothesis.

I could not be more satisfied with my choice: the remarkable quality of Afi teachers is for me what makes the difference, together with the technical and constantly updated program, very demanding for the students. Finally, I must thank my class mates and teachers for the amazing environment created all over the course.

Adrián Béjar Biddlecombe
Adrián Béjar Biddlecombe
Capital market and distribution
Bankinter

2009-2010 editions

I must admit, at the beginning of the postgraduate course I was unsure if it would fulfill my expectations. Nevertheless, when I look back, I find out that not only my expectations were satisfied but also thanks to all the knowledge acquired in the program, I feel myself better trained in order to pursuit my professional career and to cope with the new challenges that financial markets give us every day.

I think it was an unforgettable experience, full of good friendships that made the hard work easier.

Imanol Bonet Badiola
Imanol Bonet Badiola
Treasure Risk Control Unit
BBK

2006-2007 editions

The need of introducing skills in quantifying and risk management, traditional in banking and insurance companies in commodities business, led me to embark in a new professional orientation, very different from my previous experience. The quality and practical orientation in the Executive master program in Quantitative Finance, together with the professionalism of its teachers in Afi Escuela de Finanzas Aplicadas, have all allowed me to face, thanks to the training acquired there, the new professional challenges ahead of me. Even when it meant a real intense year for me, it was a very enriching experience, both at the professional and personal level.

Ángeles Medina Villalba
Ángeles Medina Villalba
Electricity and Power Risks Responsible for Whole market Business
Gas Natural SDG

Once I decided to readdress my professional career and setting the search of an activity that satisfied me enough as a goal, I enrolled in the amazing experience of the Executive Masters in Quantitative Finance.

Resulting from the outstanding training received in the School, I was able to be given a new job post, at the international level, at the department in charge of modeling the financial risk in the company I work for, working daily with highly reputed professionals.

Now I enjoy, every day, with my work.

Samuel Solans Muñoz
Samuel Solans Muñoz
P&C Risk Management
AXA
Former student's Club
Afi Escuela de Finanzas Aplicadas have been training a wide community of professionals in the economics-finance area. The Former Student´s Club in Afi Escuela de Finanzas Aplicadas is an initiative created in order to benefit from the great potential of this former student´s group. It mission can be summarized as follows:
  • Contributing to the professional development of its members by means of the training activities and professional orientation, access to reports and working papers created by Afi Group and periodical mailing of the Group specialized magazines.
  • Facilitate and promote the professional and social connections among former students.
  • Keeping and reinforcing the relationship among former students and Afi Escuela de Finanzas Aplicadas and Grupo Afi, building knowledge net in the economics-finance field.
  • Widening the job perspectives of those that need to make studies and work compatible. Our School stays with its students all over their professional career, smoothing their access to the labor market by means of a Club job offering system.
This Club is devoted to become a meeting point among the former students community and the financial and business world.
Contacte con nosotros
Afi, Escuela de Finanzas Aplicadas
Escuela de Finanzas Aplicadas
C/ Españoleto, 19
28010 - Madrid - España
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