Instructor Led Financial Training in Uk, uk

Dodd-Frank Act Implications for Derivatives Trading Investing and Hedging Activities ...t (DFA) mandates comprehensive changes to a wide range of financial institutions and products. This course explores in detail one major area impacted by several parts of the DFA: the trading, investing and hedging activities using a wide range of derivatives and related products. These products may be used by many different types of market participants in many different ways, such as bank  more...

Basel III New Regulatory Requirements A two-day course covering the challenges and opportunities arising from the new regulatory changes from Basel III, Vickers Report, Swiss Finish and Dodd-Frank, and their implications for different types of financial institutions. The programme covers best practices in key areas such as: Liquidity Risk, Concentration Risk, Risk Aggregation / Capital Allocation and Stress Testing. Groups are kept  more...

Macro Drivers of Asset Performance and TAA Strategy ...ed to provide an overview of the macroeconomic drivers of financial asset performance. It sets out the theoretical determinants of pricing in each of the main asset classes a equities, bonds, commodities and foreign exchange a and examines empirical behaviour through the business cycle. This provides an introduction to the main economic themes that move markets a growth, inflation, the  more...

Strategic ALM, Treasury and Capital ...nagement (ALM) is a key function of growing importance in financial markets. ALM involves a number of techniques that maximise the use of an organisation's assets and liabilities to improve performance. The course provides a deep understanding of the subject, offering an overview of traditional ALM and detailing the more recently applied risk measures, their modelling and use in managing risk.  more...

Equity Exotic Options calibration and pricing This course introduces and applies advanced models for the pricing of equity derivatives. Practical workshops develop a solid understanding of the current frameworks for pricing these instruments and give participants the mathematical and practical background necessary to apply the various pricing methodologies to the market. All delegates will receive a copy of Wim's book, "Levy Processes in  more...

Intermediate Mathematics Understanding Stochastic Calculus ...financial modelling can be traced back to the work on Bachelier at the beginning of last century with advanced probabilistic methods being introduced for the first time by Black, Scholes and Merton in the seventies. The modern financial quantitative analysts make use of sophisticated mathematical concepts, such as martingales and stochastic integration, in order to describe the behaviour of the  more...

Accounting for Derivatives in Practice Course Outline A practical 3-day programme providing a conceptual framework based on an intensive use of real world cases. Each case is covered step by step, encouraging interactive participation. The cases will cover the decision-making, documentation requirements, hedge effectiveness testing and accounting of a derivatives strategy during its whole life. All participants receive a copy of the  more...

Numerical Techniques 1 Monte Carlo Simulation ...e past two decades increased changes in the complexity of financial products and increasing computational capacity has meant that Monte Carlo methods have become the mainstay of any financial engineer's toolkit. This course illustrates how Monte Carlo can be used in modern finance for both pricing and risk management purposes. The course uses a combination of theoretical sessions with practical  more...

Modern Credit Derivatives ... these instruments is integral to making sense of today's financial markets. This three-day course provides a comprehensive view of how modern credit derivatives are used for risk management, to create profitable opportunities through trading and arbitrage, and to create liquidity. A thorough analysis of the credit crisis, what went wrong and the future of credit derivatives will be considered.  more...

Quantitative Techniques for Credit Derivatives Course Outline The objective of this course is to develop a solid understanding of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background necessary to apply the various models in the market and will learn about recent advances in the field. Who The Course is For * Quantitative analysts * Risk managers *  more...

Behavioural Finance and Equity Investment Strategies Course Outline Modern finance portrays investment decision-making as rational choice. However, pure rationality does not describe how many decisions are truly made. This course examines (1) the behavioural strategies that amateur and expert investors rely upon to make decisions, (2) the structure and speculative dynamics of returns in world equity markets (from a psychological perspective), and  more...

Modelling Financial Risk Course Outline In current market conditions a rigorous approach to risk management is essential. This programme applies some of the latest econometric and data handling techniques to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant to anyone analysing or interpreting financial market data. Who The Course is For * Traders *  more...

Interest Rate Derivatives 2 Second Generation Techniques ...ivatives are now commonplace and an essential part of the financial marketplace. This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Seminar groups are kept small and more than half of the course is devoted to practical workshops. The exercise  more...

BGM Market Models Advances, Calibration, Smile, Pricing ...M Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons  more...

Equity Derivatives Advanced Models ...t on Schoutens's book, L vy Processes in Finance: Pricing Financial Derivatives Who The Course is For * Quantitative analysts * Risk managers * Fund managers * Financial engineers * Researchers * Credit managers * Accountants * Corporate and financial consultants * Treasury managers * Portfolio managers * Venture Capital executives Prior Knowledge Probability  more...

Equity Derivatives Valuation and Management ...ver a number of years and are now well established in the financial marketplace. This seminar is for anyone who wishes to be able to price, use, manage or evaluate equity derivatives and exotic equity options. More than half of the seminar is devoted to practical small group sessions. Who The Course is For Anyone who wishes to be able to price, use, manage, or evaluate equity derivatives  more...

Asset Allocation and the Business Cycle Course Outline Understanding how economic fundamentals influence the returns from bonds and stocks in a changing global environment is essential in determining an optimal portfolio asset mix. This course looks at asset allocation in the context of both business cycle dynamics and structural changes in the world economy, including changing patterns of inflation/ deflation, shifts in productivity  more...

Risk Management and Modelling Course Outline This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and the Merton and Gaussian approaches for estimation of probabilities. Who The Course is For  more...

Asset Backed Securities Assessment and Management of Risk ...ecurities Prior Knowledge * Basic knowledge of financial markets and instruments (bonds, swaps, caps, floors, options) in terms of mechanics and elementary pricing. * Basic knowledge of fixed income (yield curve, forward rates, forward curve, Libor contracts, discounting factors, interpolation, discounting cash flows). * Elementary mathematics and statistics (probability  more...

The Impact of Economic Data on Financial Markets ... the context of an increasingly sophisticated and complex financial marketplace. This course identifies the information that really matters and provides an insight into how best to interpret the increasing wealth of data now available. Who The Course is For This programme is for anyone who needs to appreciate the relevance of economic statistics to the financial markets including: *  more...

Advanced Mathematics Financial Tools and Applications ...theories and principles used for calculating the price of financial derivatives. The Black-Scholes model is used as the starting point but gradually the level of complexity is increased to discuss the jump-diffusion models, stochastic volatility models as well as discussions of pricing various exotic pay-offs that will be the new vanilla products tomorrow. Who The Course is For Quantitative  more...

Maths Refresher ...financial techniques, but many finance texts and courses assume a lot of prior knowledge. This programme aims to bridge the gap between mathematical theory and financial practice by providing a practical and visual approach to the most useful theories and methods. Calculations will be fully explained, and Excel spreadsheets will be used as a supporting resource to provide further examples. Who  more...

Implementing Fundamental Quantitative Techniques ...financial world a detailed understanding of the application of quantitative techniques is essential. This course provides an in-depth coverage of practical quantitative methods important in today's financial markets. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough understanding of these important  more...

Structured Products Design Pricing and Implementation Course Outline A comprehensive seminar on the design, use and pricing of structured products. This course explains how the products are constructed, hedged and applied in live situations. Practical workshops illustrate the details of product design and use. They provide participants with the confidence that stems from a solid understanding of the current frameworks for pricing and applying  more...

Property Derivatives ...departments. Prior Knowledge: * Basic knowledge of financial markets and instruments (bonds, swaps, caps, floors, options) in terms of mechanics and elementary pricing. * Basic knowledge of fixed income (yield curve, forward rates, forward curve, Libor contracts, discounting factors, interpolation, discounting cash flows). * Elementary mathematics and statistics (probability  more...

FX Exotic Options Course Outline Foreign Exchange exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market. Delegates  more...

Managing Exotic Risk ...x risk. In this course we look at lessons from the recent financial crisis and how to avoid explosions of risk from illiquid and complex products during times of financial stress. Lessons learned call for a re-assessment of tools available for the management of exotic risk. More than ever, it is necessary for managers to gain a handle on complexity and understand the most common mistakes made  more...

Managing Liquidity Risk in Financial Institutions ...rs the new regulatory framework for liquidity coverage in financial institutions (a Basel IIIa ). Many practical case studies are taken directly from the liquidity crisis of 2007 a 2008. a Best and worst in classa examples are given and lessons drawn from recent experience. Who The Course is For Risk managers and risk controllers Banking and insurance/ reinsurance treasury  more...

Essentials of Financial Data Analysis Course Outline In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who  more...

Counterparty Risk, Credit Exposure and CVA ...k "Counterparty Credit Risk: The New Challenge for Global Financial Markets" (Wiley). Who The Course is For * Credit traders and credit officers * Risk managers and credit risk practitioners * Structurers and salespeople * IT * Middle office * Senior management * Quantitative researchers * Product control * Portfolio managers * Operations / Collateral management  more...

Correlation Trading and Risk Management ...arkets case studies, and the real practices used at large financial companies, highlighting the weaknesses and pitfalls where needed. During the Excel based workshops students will have access to proprietary status-of-the-art professional software for exotic and multi-underlying pricing, thus gaining an understanding of multifactor pricing models and higher order exotic effects on risk  more...