CQRM - Professional Qualification

Enhance your professional development in Quantitative Risk Management by having a global view of the CQRM Accreditation and applying Strategic Real Options in your day-to-day activities.

International Institute of Professional Education and Research (IIPER)® - Verified Training Program
CQRM Accreditation

CQRM LEVEL III 🌎 Certification Program

Course Curriculum

  • 01

    CQRM LEVEL III: INTRODUCTION TO REAL OPTION ANALYSIS

    • Real Options in a Nutshell - MasterClass (27 min)

    • Preliminary CQRM Readings in Real Options (Free Download)

    • Know More About the CQRM Accreditation - Optional

    • Quiz 1 – CQRM LEVEL III - Introduction

  • 02

    UNIT 7: REAL OPTIONS THEORY AND BACKGROUND

    • A Quick Note

    • CQRM Level III - Getting Started - Support Material Ebook (MOBI - EPUB -AZW3)

    • CQRM Level III - Welcome from the Program Director (3 min)

    • Getting Started - Real Options SLS Support

    • UNIT 7 - CQRM Support Material - General Overview and Preparation

    • Introduction to Real Options (10 min)

    • Examples - Understanding Real Options Applications in Industry (15 min)

    • Financial vs. Real Options and Option Valuation Techniques (15 min)

    • Risk Neutral Probability (10 min)

    • Lattice Equations (15 min)

    • Manually Solving a American, European, and Bermudan Options (17 min)

    • Quiz 2 - UNIT 7 - CQRM LEVEL III

  • 03

    UNIT 8 - PART 1: REAL OPTIONS VALUATION AND MODELING

    • UNIT 8 Part 1 - CQRM Support Material - General Overview and Preparation

    • Hands-on Real Options SLS (12 min)

    • Option to Abandon: Custom Option with Changing Inputs (15 min)

    • Option to Expand: Optimal Trigger Values and Optimal Timing (15 min)

    • Option to Contract: Optimal Timing (10 min)

    • Option to Choose: Dominant and Dominated Options (12 min)

    • Volatility Estimation: The Five Approaches (15 min)

    • Intuition of Volatility (6 min)

    • Sequential Compound Options: Multiphased Custom Options (12 min)

    • Modeling and Interpreting Complex Sequential Compound Options (7 min)

    • Exotic Options, Employee Stock Options, and Barrier Options (15 min)

    • Quiz 3 - UNIT 8 Part 1 - CQRM LEVEL III

  • 04

    UNIT 8 - PART 2: MULTINOMIAL METHODS AND CASE EXAMPLES OF REAL OPTIONS MODELING

    • UNIT 8 Part 2 - CQRM Support Material - General Overview and Preparation

    • Multinomial Lattices (Trinomial, Quandranomial, Pentanomial) (10 min)

    • Case: High-Tech Manufacturing (15 min)

    • Case: Expected Value of Information - Pharmaceutical R&D (15 min)

    • Case: Oil and Gas Farm Outs (8 min)

    • Case: Facility Expansion (7 min)

    • Quiz 4 - UNIT 8 Part 2 - CQRM LEVEL III

  • 05

    FINAL EVALUATION - CQRM LEVEL III

    • Excel Template and Real Option SLS Models required for the Final Evaluation

    • Final Evaluation - Strategic Real Options

    • General Survey | CQRM LEVEL III

CQRM LEVEL III

Monte Carlo Simulation Profile

Duration

⏰ 10.4 Hours, Online

There is a 90% probability that the completion time will be between 10 and 10.7 hours.

CQRML3 Simulation

Meet your CQRM Director

Prof. Dr Johnathan Mun | PhD, MS, MBA, BS, CQRM, FRM, CFC, MIFC

👨‍⚖️Chairman of OSL Analytics Academy (UK) and CEO of Real Options Valuation (US).

🏛 Dr Mun is the IIPER-CQRM’s Program Director coordinating worldwide executive programs and professional accreditations in quantitative methods and risk management and enhancing high-quality teaching across OSL Analytics Academy and among the IIPER Certified Trainers.

👨‍🎓 He has a Ph.D. in finance and economics, an MBA in business administration, an M.S. in the area of management science, and a BS in applied sciences. He is certified in Financial Risk Management (FRM), Certified in Financial Consulting (CFC), and Certified Quantitative Risk Management (CQRM).

👨‍🏫 As the software's creator, with more than 12 patents and 10,000 pages of copyrighted materials, he teaches Risk Analysis, Real Options for Analysts, Risk Analysis for Managers, CQRM, and other courses. He has written over 25 books on the topic of risk management. Dr. Mun has consulted many Fortune 500 firms and the U.S. Department of Defence.

📚 He is also a full professor at the U.S. Naval Postgraduate School and has held other adjunct professorships at various universities. In addition, he has published more than 200 academic articles in top well-know peer-review journals.

👍ResearchGate Profile

"CQRM helps individuals to maximize and update their skills, knowledge, and experience in quantitative methods and risk management, ensuring clear paths to success within their current role and progression to future ones."

STRATEGIC REAL OPTIONS

CQRM LEVEL III - Detailed Content

🚀MODULE 7: Real Options Analysis: Theory and Background
📚 Chapter 1: Real Options: What, Where, Who, When, How, and Why?
📚 Chapter 2: Sample Applied Business Cases
📚 Chapter 3: Overview of Different Options Valuation Techniques
📚 Chapter 4: Risk-Neutral Probability Technique
📚 Chapter 5: Solving a Basic European and American Call Option
📚 Chapter 6: Using Excel to Solve a Basic European and American Call Option
📚 Chapter 7: Abandonment, Expansion, Contraction, and Chooser Options

🚀MODULE 8: Real Options Analysis: SLS (Super Lattice Solver) Application
📚 Chapter 1: Overview of the Different SLS Modules and Volatility Estimates
📚 Chapter 2: Volatility Estimates
📚 Chapter 3: Options with Changing Inputs and Customised Exotic Options
📚 Chapter 4: MSLS: Multiple Sequential Compound Options
📚 Chapter 5: MNLS: Solving Mean-Reverting, Jump-Diffusion, and Dual-Asset Rainbow Options using Trinomial, Quadranomial, and Pentanomial Lattices
📚 Chapter 6: Framing Real Options-Structuring the Problem
📚 Chapter 7: The Next Steps...
CQRM Level 3