Pre-Course Preparation

The Primers and the Visual Basics for Applications are optional primers specifically designed to prepare delegates for the CQF examined program, bringing them up to speed ahead of the core modules. The Primers include Mathematics for Quantitative Finance, Introduction to Python and Finance. The six-month intensive program requires delegates to know and be comfortable with the topics covered.

Mathematics Primer

The CQF program begins with the Mathematics Primer, 12 hours of intensive training covering all the mathematical preliminaries you need to know before commencing the CQF lectures. The Primer has been designed for the vast majority of delegates who need to refresh their math skills before the start the CQF. This primer is available as a recording once a deposit payment has been made.

The primer covers the following:

• Functions and limits
• Differentiation and integration
• Complex numbers
• Functions of several variables

Differential Equations:
• First order equations
• Second and higher order equations  

Linear Algebra:
• Matrices and vectors
• Systems of linear equations
• Eigenvalues and eigenvectors  

• Probability Distribution Function
• Cumulative Distribution
• Expectation Algebra
• Key Discrete and Continuous Distributions including the Normal Distribution
• Central Limit Theorem

• General Summary Statistics
• Maximum Likelihood Estimator
• Regression and Correlation

Introduction to Python Primer

The Introduction to Python Primer is designed to introduce Scientific Computing in Python. Intended for those who are completely new to coding in this setting, this primer includes 8 hours of training and will present the rudiments of Python language in a scientific framework, to enable users to begin writing numerical code.

Starting with simple output to the screen, the aim is to write simple programs for computational purposes. Delegates will appreciate the powerful numerical and graphics capabilities of Python.

The primer covers the following:

• Python syntax: variables; basic data types; control flow; functions, file input/output
• Mathematical applications of Python: standard mathematical functions in the mathematics library; operations on numerical arrays; linear algebra; statistics; data plot
• Good programming practices; documenting code; debugging

Finance Primer

The Finance primer is designed as an introduction to all the key concepts and different asset classes needed for the CQF program and quantitative finance in general. This 10-hour primer is designed for both those who are already working in the industry and are looking for a refresher and also those who have no experience within financial services and may be looking to move into a financial services role.

The primer covers the following:

• Macro Economics
• Capital Markets in Fundamentals
• Introduction to Money Markets
• Time Value of Money
• Introduction to Equities
• Introduction to Bonds
• Introduction to Swaps
• Introduction to FX
• Introduction to Derivatives
• Introduction to Commodities

Visual Basics for Applications

This primer starts with basic VBA and works up to the more complex features of VBA using Windows Excel. This simple programming language is a powerful component of Excel and is used across all major investment banks. While prior experience in VBA is not a requirement of the CQF, delegates will use Excel and VBA in class. These lectures support the Mathematics Primer in preparing for the CQF.