Stochastic - Training Resources

Equity Derivatives Advanced Models Course Outline This course introduces and applies advanced models for the pricing of equity derivatives. The objective of the workshop is to develop a solid understanding of the current frameworks for pricing equity derivatives and to give participants the mathematical and practical background necessary to apply the various pricing methodologies to the market. Delegates are entitled to a 30  more...

BGM Market Models Calibration Smile Pricing and Advances with lessons from the Crisis ... captured with tractable dynamics and the introduction of stochastic volatility, analysing in practice the most recent stochastic volatility term structure models. Finally, how to deal with credit and liquidity risk in this framework is explained. Who The Course is For * Exotic Products Managers (pricing strategy development) * Quantitative Analysts * QA Managers * Fixed Income  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...