Sabr - Training Resources

Volatility Trading and Managing Risk ...stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modelling volatility under current market conditions. Presented by Simon Acomb and Dr. Ser-Huang Poon. Download a course sample Who The Course is For * Derivative traders * Fund managers, fund of funds * Structured product teams * Private wealth  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...