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From London Financial Studies
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
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Equity Derivatives Advanced Models


... discount 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
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From PI ETA Consulting Company
Financial Derivatives Part I

Highlights
* Have a good understanding of the Foreign Exchange and Interest Rate markets, and the main Treasury products available in these markets, including Derivative instruments.
* Acquire a clear understanding of Financial Derivatives through focusing on the essential Mathematical Concepts that form the building blocks of these instruments.
* Master the dynamics of Financial
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