EduMarkets combines practitioner-level reference content, interactive pricing tools, guided challenges, and structured learning journeys across macro, fixed income, equities, credit, foreign exchange, derivatives, and risk. Built for finance professionals, training providers, students and universities.
Structured, practitioner-level content for every module — market conventions, instrument mechanics, and pricing theory. Written by practitioners, not textbooks. 130+ chapters across all modules, each with conventions guides and glossary.
Professional pricing models you can use immediately — yield curve bootstrapping, bond and swap pricing, options valuation and Greeks, CDS valuation, VaR simulation and Stress Testing. Built with live market data so you work with real numbers, not textbook examples.
Guided challenges test your intuition before you see the answer. Test Yourself mode hides computed outputs so you estimate first. AI-powered explanations break down any result on demand. Structured learning journeys track your progress across modules.
Every module follows the same progression — from reading to practice to active testing.
Practitioner-level reference content covering theory, market conventions, and instrument mechanics. Every module includes a structured learn tab and glossary.
Interactive pricing tools with live market data — build curves, value instruments, analyse Greeks and other risk metrics, construct portfolios. Use the same models and tools as used on institutional desks.
Guided challenges and Test Yourself mode build estimation skills — estimate outputs before revealing answers. Exercises with AI grading across every asset class.
Structured learning journeys tailored to your needs and role, starting knowledge levels and desired learning outcome. Track what you have covered and what comes next.
From markets fundamentals to derivatives and risk — each module includes reference content, interactive tools, and guided practice.
How financial markets work — participant roles (buy-side, sell-side, intermediaries), product taxonomy, exchange vs OTC structure, and the role of central clearing.
Live macro data from central banks. Track policy rates, yield curves across 7 currencies, growth and inflation indicators, and financial conditions — all with real, updating data.
Price T-bills, commercial paper and repos. Includes collateral haircut analysis.
Forward pricing across 9 currencies, cross currency basis, FX swap pricing, cross-rate triangulation. Rates sourced live from central banks.
Yield curve bootstrapping from par swap rates, bond pricing (YTM, duration, convexity, DV01), full IRS cashflow decomposition, and a portfolio tab for building multi-instrument books with aggregate risk.
Corporate bond analytics (z-spread, ASW, G-spread, I-spread), credit curve construction, and ISDA-standard CDS pricing with CS01. Compare risky vs risk-free valuations side by side.
Equity market structure from the ground up — how exchanges and order books work, mechanics of short selling, index construction, ETF creation and redemption, IPOs, and corporate actions.
Contract specifications for major exchanges, initial and variation margin mechanics, cost-of-carry pricing, bond futures (CTD analysis, conversion factors), and STIR futures.
Options valuation for vanilla and exotic options using real world volatility surface (smile and skew) dynamics. Multi-leg strategy builder, full Greeks analysis and comprehensive charting functionality.
Swaption and cap/floor pricing under Black-76 and Bachelier. Caplet-level decomposition, payer/receiver parity, and SABR calibration with interactive volatility smile and surface.
Pod structures, strategy taxonomy, prime brokerage, drawdown limits, execution and TCA, compensation models, and central risk management — how multi-manager platforms operate.
Monte Carlo VaR with Expected Shortfall, stress testing, backtesting, and sensitivities analysis. Import portfolios built in other modules for unified risk analysis.
The full post-trade chain — trade capture, confirmation, central clearing and CCPs, margining and collateral management, settlement, and regulatory reporting.
Portfolios built across modules — bonds, swaps, options, CDS — can be imported into the Risk module for unified VaR, stress testing, and scenario analysis. Participants experience the full front-to-risk workflow without leaving the platform.
Designed for anyone serious about understanding financial markets.
Follow structured learning journeys tailored to your role. Work with real pricing models and actual market data. Guided challenges build intuition, and AI-powered explanations break down any result you don't understand.
Deploy a workshop in minutes — provision accounts, assign learning journeys, and control module visibility per session. Track participant progress in real time. Built-in exercises with AI grading mean less manual assessment. No software to install, no data to license.
Use the same pricing models as used on institutional desks — real curves, derivatives valuation models, risk analytics — with structured reference content, guided challenges, and progress tracking. Start with Markets Foundations and work up to Derivatives Deep Dive. No software to install, no market data to license.
Available for teams, enterprise usage, training providers and universities. Contact us for a demo or to set up a trainer account — you can onboard participants in minutes.