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Program Brochure and Previews

• Brochure - Front Office Quants -Gas & Power_Commodities (Gas & Power)_DurgaAnalytics.pdf

• 34_Interpolation Filling the Gaps Sensibly_DurgaAnalytics.pdf

• 34_ADV_Interpolation Filling the Gaps Sensibly_DurgaAnalytics.pdf

Module 1 — Front Office Quant Foundations (Chapters 1–8)

• M01_FRONT_OFFICE_QUANT_FOUNDATIONS_Durga.mp4

• 01_Front Office Quant Foundations (Chapters 1–8).pdf

• 01_ADV_Front Office Quant Foundations (Chapters 1–8).pdf

• 1. What a Front-Office Quant Actually Does.m4a

• 2. The Trading Desk Ecosystem.m4a

• 3. A Day in the Life of a Gas & Power Desk.m4a

• 4. Prices, Returns, and the Language of Markets.m4a

• 5. Setting Up Your Python Lab.m4a

• 6. Python Building Blocks for Quants.m4a

• 7. Your First Market Calculation in Python.m4a

• 8. How This Course Builds Four Real Apps.m4a

Module 2 — Commodity Markets: Gas & Power (Chapters 9–18)

• 02_Commodity_Markets_Gas_&_Power (09-18).mp4

• 02_Commodity Markets Gas & Power (Chapters 9–18).pdf

• 02_ADV_Commodity Markets Gas & Power (Chapters 9–18).pdf

• 09. What Makes a Commodity (and Why Energy Is Special).m4a

• 10. Natural Gas From Wellhead to Burner Tip.m4a

• 11. Electricity The Commodity That Can't Be Stored.m4a

• 12. Hubs, Zones, and Delivery Points.m4a

• 13. Reading the Forward Market Months, Quarters, Seasons.m4a

• 14. Seasonality and Why Winter Costs More.m4a

• 15. Spikes, Non-Storability, and Fat Tails.m4a

• 16. Supply, Demand, and the Merit Order.m4a

• 17. The Players Who Trades Gas & Power and Why.m4a

• 18. Loading Real Market Data with Pandas.m4a

Module 3 — Mathematical Foundations for Energy (Chapters 19–30)

• 03_Mathematical Foundations for Energy (Chapters 19–30).pdf

• 03_ADV_Mathematical Foundations for Energy (Chapters 19–30).pdf

• 19. The Mathematical Roadmap How the Pieces Fit.m4a

• 20. Numbers, Units, and Sanity Checks.m4a

• 21. Averages, Spread, and the Shape of Data.m4a

• 22. Probability Without Tears.m4a

• 23. The Normal Distribution and Why It's Everywhere.m4a

• 24. Volatility Measuring How Much Prices Move.m4a

• 25. Correlation How Two Prices Move Together.m4a

• 26. Optimization Intuition Finding the Best Choice.m4a

• 27. A Gentle Introduction to Calculus (Rates of Change).m4a

• 29. Mean Reversion Why Energy Prices Come Back.m4a

• 28. Randomness Over Time Random Walks & Brownian Motion.m4a

• 30. Monte Carlo Pricing by Simulation.m4a

• 03_Mathematical_Foundations_for_Energy (19-30).mp4

Module 4 — Forward Curve Construction (Chapters 31–40)

• 04_Forward Curve Construction (Chapters 31–40).pdf

• 04_ADV_Forward Curve Construction (Chapters 31–40).pdf

• 31. What a Forward Curve Is and Why Everything Needs One.m4a

• 32. Market Conventions Day-Counts, Calendars, and Rolls.m4a

• 33. From Traded Quotes to a Price for Every Day.m4a

• 34. Interpolation Filling the Gaps Sensibly.m4a

• 35. Bootstrapping a Consistent Curve.m4a

• 36. Adding Seasonal Shape to the Curve.m4a

• 37. Calendars, PeakOff-Peak, and Delivery Periods.m4a

• 38. Discounting The Time Value of Money.m4a

• 39. Component 0 Build The Curve Builder Library.m4a

• 40. Testing and Trusting Your Curve.m4a

• 04_Forward_Curve_Construction (31-40).mp4

Module 5 — Core Commodity Derivatives Pricing (Chapters 41–51)

• 05_Core Commodity Derivatives Pricing (Chapters 41–51).pdf

• 05_ADV_Core Commodity Derivatives Pricing (Chapters 41–51).pdf

• 41. Forwards and Futures Locking a Price.m4a

• 42. Swaps Turning Floating into Fixed.m4a

• 43. What an Option Is (Insurance for Prices).m4a

• 44. Payoffs and Break-evens You Can Draw.m4a

• 45. The Idea Behind Black-Scholes (No Fear).m4a

• 46. Black-76 for Commodity Options.m4a

• 47. Implied Volatility The Market's Fear Gauge.m4a

• 48. Calibrating Models to Market Prices.m4a

• 49. Asian Options Pricing the Average.m4a

• 50. Pricing Options by Monte Carlo.m4a

• 51. Project 1 Kickoff A Swing Contract's Building Blocks.m4a

• 05_Core_Commodity_Derivatives_Pricing (41-51).mp4

Module 6 — Advanced Gas & Power Structures (Chapters 52–63)

• 06_Advanced Gas & Power Structures (Chapters 52–63).pdf

• 06_ADV_Advanced Gas & Power Structures (Chapters 52–63).pdf

• 52. Swing Contracts The Right to Vary Volume.m4a

• 53. Valuing Swing Intrinsic vs Extrinsic.m4a

• 54. Dynamic Programming for Swing (Plain-English).m4a

• 55. Project 1 Build Gas Swing Pricing Engine.m4a

• 56. The Spark Spread Gas Into Power.m4a

• 57. Spread Options Optionality on a Difference.m4a

• 58. Pricing Spread Options (Margrabe & Monte Carlo).m4a

• 59. Project 2 Build Power Spread Option Risk.m4a

• 60. Gas Storage as an Option on Time.m4a

• 61. Intrinsic Storage Value via Linear Programming.m4a

• 62. Extrinsic Storage Value (Rolling Intrinsic & Simulation).m4a

• 63. Project 3 Build Storage Valuation Model.m4a

• 06_Advanced_Gas_&_Power_Structures (52-63).mp4

Module 7 — Risk Management from a Trader's View (Chapters 64–71)

• 07_Risk Management from a Trader's View (Chapters 64–71).pdf

• 07_ADV_Risk Management from a Trader's View (Chapters 64–71).pdf

• 64. Position, Exposure, and P&L Explained.m4a

• 65. The Greeks Delta, Gamma, Vega, Theta.m4a

• 66. Computing Greeks by Bumping.m4a

• 67. Hedging Turning Risk into a Plan.m4a

• 68. Value at Risk (VaR) the Honest Way.m4a

• 69. Stress Testing and Scenario Analysis.m4a

• 70. P&L Attribution Explaining the Day.m4a

• 71. Aggregating Risk Across a Book.m4a

• 07_Risk_Management_from_a_Traders_View (64-71).mp4

Module 8 — Quant Libraries & System Architecture (Chapters 72–77)

• 08_Quant Libraries & System Architecture (Chapters 72–77).pdf

• 08_ADV_Quant Libraries & System Architecture (Chapters 72–77).pdf

• 72. Anatomy of a Pricing Library.m4a

• 73. Designing Clean, Reusable Pricers.m4a

• 74. Market Data In, Risk Out The Pipeline.m4a

• 75. Caching, Reuse, and Not Repricing the World.m4a

• 76. Object Models for Trades and Curves.m4a

• 77. Project 4 Foundations A Book and a Pricer.m4a

• 08_Quant_Libraries_&_System_Architecture (72-77).mp4

Module 9 — Front Office Programming (Chapters 78–89)

• 09_Front Office Programming (Chapters 78–89).pdf

• 09_ADV_Front Office Programming (Chapters 78–89).pdf

• 78. Numerical Methods Every Quant Uses.m4a

• 79. Optimization with SciPy (and a Taste of LP).m4a

• 80. Vectorisation Making NumPy Fly.m4a

• 81. Profiling Finding the Slow Line.m4a

• 82. Benchmarking Loops vs Vectorised vs Compiled.m4a

• 83. Monte Carlo at Scale.m4a

• 84. Numerical Pitfalls and How to Avoid Them.m4a

• 85. Data Quality Bad Data Is the Real Enemy.m4a

• 86. Writing Tests You Can Trust.m4a

• 87. Reproducibility & Structuring a Real Project.m4a

• 88. ReadingWriting Market Data & Failing Loudly.m4a

• 89. From Notebook to Production Module.m4a

• 09_Front_Office_Programming (78-89).mp4

Module 10 — Working with Sales & Trading (Chapters 90–93)

• 10_Working with Sales & Trading (Chapters 90–93).pdf

• 10_ADV_Working with Sales & Trading (Chapters 90–93).pdf

• 90. What Traders Actually Want From a Quant.m4a

• 91. Pricing Under Time Pressure.m4a

• 92. Explaining a Model to a Trader.m4a

• 93. Trade Idea → Priceable Structure (and When to Say No).m4a

• 10_Working_with_Sales_&_Trading (90-93).mp4

Module 11 — Model Risk & Regulation (Chapters 94–97)

• 11_Model Risk & Regulation (Chapters 94–97).pdf

• 11_ADV_Model Risk & Regulation (Chapters 94–97).pdf

• 94. What Model Risk Is and Why Banks Care.m4a

• 95. Validating, Benchmarking & Reconciling a Model.m4a

• 96. Documentation That Survives Audit.m4a

• 97. Limits, Controls, Governance & a Tour of Regulation.m4a

• 11_Model_Risk_&_Regulation (94-97).mp4

Module 12 — Capstone Desk Projects (Chapters 98–100)

• 12_Capstone Desk Projects (Chapters 98–100).pdf

• 12_ADV_Capstone Desk Projects (Chapters 98–100).pdf

• 98. Capstone Setup + Integrating Projects 1–3.m4a

• 99. Project 4 Build Trader Risk Dashboard (Streamlit).m4a

• 100. Defending Your Work A Desk & Model-Risk Review.m4a

• 12_Capstone_Desk_Projects (98-100).mp4

Projects/Labs

• FOQ-Platform-Learner.zip

• FOQ_Getting_Started.pdf