Quantitative Analysts - Training Resources

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...

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...

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...

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...

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...

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...

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...

BGM Market Models Calibration Smile Pricing and Advances with lessons from the Crisis 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...

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...

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...

Credit Derivatives 2 Practical Implications of Pricing Course Outline The accurate and consistent pricing of credit derivatives is crucial to gaining a competitive edge in today's market. The objective of this workshop is to develop a solid understanding of the current frameworks for pricing credit derivatives and to give participants the mathematical and practical background necessary to evaluate the various pricing methodologies on the market.  more...