Instructor Led Quantitative Training in United Kingdom

SHORT SELLING Short-sellers are often regarded as sophisticated market participants, but they are also vulnerable to a series of unusual risks. In this course, we will explore how short-sellers behave in practice, how they manage the risks they face and how they gain valuable new ideas and warning signs from stock lending data. We will examine the evidence behind a variety of short-selling strategies and what  more...

Valuation Techniques for Hedge Funds This two-day course teaches the skills and tools required to value companies, including quantitative methods of investment analysis, sources of risk and return, specials situations and strategic analysis. Financial modelling techniques using Excel will be explained, with ample exercises and opportunities to apply these skills in practice.  more...

Hedge Funds Risk Management Trade Performance Analysis ...dge fund industry and develop a deep understanding of the quantitative principles of hedge fund modelling and analysis through applied problem solving and implementation using key techniques and methods. Computer-based workshops (Excel and VBA) are very hands-on building on the basics through to some advanced hedge fund modelling and risk management techniques. At the end of the course,  more...

Intermediate Mathematics Understanding Stochastic Calculus ...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 markets or to derive computing methods. Who The Course is For Quantitative analysts, financial engineers, researchers, risk managers, structurers, market analysts and product  more...

Numerical Techniques 1 Monte Carlo Simulation Course Outline Over the 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  more...

Modern Credit Derivatives Course Outline The credit derivative market has changed substantially in the last two years and an understanding of 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.  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...

Convertible Bonds and Securities Course Outline This course explains in detail the broad range of convertible securities and associated applications and trading strategies. Participants will undertake a series of workshops to explain the key ideas including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel  more...

Interest Rate Derivatives 2 Second Generation Techniques Course Outline A comprehensive seminar on pricing and managing second generation interest rate derivatives. What used to be called exotic interest rate derivatives 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  more...

BGM Market Models Advances, Calibration, Smile, Pricing Course Outline The BGM 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  more...

Equity Derivatives Advanced Models ...ricing 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 theory, basics of stochastic processes, basic concepts  more...

Equity Derivatives Valuation and Management ...gers, Investors, Middle Office Managers, Senior Managers, Quantitative Analysts, Structured Products Desks, Researchers, Financial Engineers, Compliance Staff, Auditors, Dealing Room Staff, Systems Developers, Product Controllers, Loan Portfolio Managers, Credit Analysis, Credit Risk Managers Prior Knowledge A basic understanding of the cash equity markets and the fundamentals of the time  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...

Advanced Mathematics Financial Tools and Applications ... new vanilla products tomorrow. Who The Course is For Quantitative analysts, risk managers, product controllers, financial engineers, researchers. Past participants have included: Chief investment officers, Asset Managers, Strategists, Private Banks, Relationship Managers. Prior Knowledge: Differential calculus, yield curves, duration, convexity, covariance matrix, Riemann integral,  more...

Implementing Fundamental Quantitative Techniques ...cial 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...

FX Exotic Options ...tions & Structured Products Guest speaker Tino Senge: Quantitative Analytics Group, Barclays Capital Who The Course is For Traders Risk managers Financial engineers Quantitative analysts Structurers Researchers and others who create or deal with foreign exchange. Prior Knowledge Calculus, probability theory, linear algebra, basics of stochastic processes, financial  more...

Managing Exotic Risk Course Outline New market conditions have changed forever the way in which managers need to think about complex 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  more...

Counterparty Risk, Credit Exposure and CVA This course explains and develops the ideas and models for collateral management and the measurement and quantification of counterparty risk. The ideas are built up sequentially and workshops are used to develop the key ideas including margin calculations, estimation of haircuts, credit exposure and pricing counterparty risk. Participants will be able to take away all worked examples and  more...