Fall 2025 Quantitative Derivatives Pricing and Risk Modeling

Fall 2025 Quantitative Derivatives Pricing and Risk Modeling

September 08, 2025 - April 30, 2026

Dive deep into advanced derivatives and risk concepts through real-world examples, exercises, and live sessions with Acadia industry experts. Elevate your expertise with Open Source Resource Engine (ORE) focused curriculum, exclusively offered through Northeastern University. Position yourself to become a competitive force in the derivatives industry.

Gain a Competitive Edge: Dedicate 8-12 hours weekly over eight months to deepen your understanding of quantitative derivatives in finance.

Advance your Career: Upon completion, earn six prestigious digital badges from Northeastern University, a testament to the depth and rigor of your training. 

Module 1: Curve Building and Bootstrapping

Module 2: Exotic Derivatives Pricing

Module 3: Regulatory Trends in Derivatives, Margining, and Capital

Module 4: Industrial Market Risk Calculations in ORE

Module 5: Credit Risk – Theory and Practice in ORE

Module 6: Object-Oriented Programming for Derivatives

Global Regulations Insight: Understand global derivatives regulations, stress testing, capital requirements, and delve into the intricacies of Basel I-IV.

Practical Skills with Scripted Trade: Engage hands-on to price Early Exercise Features and master Backward Induction and American Monte Carlo Simulation. Plus, sharpen your C++ and Python skills relevant to QuantLib and ORE.

Expand your Network: Collaborate with leading quantitative analysts, financial engineers, and risk managers, fortifying your connections and influence.

Bulk enroll your entire team here using a credit card or contact us for group billing. 
a.mauriello@northeastern.edu

YOUR INSTRUCTORS

Scott Sobolewski, Co-Head: Quantitative Services, Acadia, ex-Citigroup and Santander US. B.A. Mathematics and Economics, CFA, and CQF certified. 

Roland Lichters, Co-Head: Quantitative Services, Acadia. Ph.D. in Physics, author, and Financial Engineering lecturer.

Roland Stamm, Partner: Quantitative Services, Acadia. Ph.D. in Mathematics, author, and lecturer in Derivatives Pricing and Credit Risk.