In this two-day course, a leading international expert will examine the practical issues that arise when using the LIBOR market model to price exotic interest rate derivatives. The focus throughout will be on how to develop an implementation that achieves rapid pricing and sensitivity computation, and stably calibrating to the market whilst being able to cope with path-dependence, discontinuous...
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Presented by Czech Financial Academy. - Introduction to Structured Finance - Leasing as a Financing Tool - Asset Securitization - Project Finance - Leveraged and Acquisition Finance - Management Buy-Outs and Buy-Ins - Mezzanine Finance
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Presented by Czech Financial Academy. - General Introduction to Corporate Valuation - Financial Statement Analysis - Asset-Based and Market-Based Valuation Methods - Future Earnings and Cash Flow Valuation Methods - EVA, MVA and SVA - Valuation of M&A's and Restructurings - Option-Based Valuation
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Presented by Czech Financial Academy. - Structured Notes and Bonds - Credit-Linked Structures - Equity-Linked Structures - Commodity and Currency Linked Structures - Advanced and Exotic Structures - Regulatory Issues
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Presented by Czech Financial Academy. - Hybrid Equity and Credit Linked Products - Multi-Underlying Products - Basket and Rainbow Structures - Volatility Products - Hedge Fund Structured Products - Inflation-Linked Bonds and Inflation-Indexed Derivatives - CAT Insurance-Linked Products
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Presented by Czech Financial Academy. - Fundamentals of Yield Curve Construction - Bootstrapping and Cubic Splining - Blending, Interpolating and Smoothing Techniques - Credit Spreads and Forward Credit Spreads - Cash Flow Mapping, Delta Vectors and Key Rate Duration - Principal Components Analysis - Using Yield Curves in Trading and Risk Management
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Presented by Czech Financial Academy. - Interest Rate Swaps and Currency Swaps - "Bootstrapping" and Swap Pricing - Valuation of Non-Generic Swaps - Valuation of Swaps with Embedded Options - Valuation of Caps, Floors and Swaptions - Using Swaps in Trading and Risk Management - Financial Engineering with Swaps and Options
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The EUROPEAN FINANCIAL MANAGEMENT and Oxford University jointly sponsor a research symposium on "Initial Public Offerings (IPOs) " issues. Objective : The Symposium will focus on all aspects of IPOs and primary equity markets. Topics suitable for the Symposium include, but are not limited to, the following: the impact of regulation on the choice of exchange; the role of intermediaries, including...
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The Research Task Force (RTF) of the Basel Committee on Banking Supervision will host a workshop on stress testing credit risk for banks at De Nederlandsche Bank in Amsterdam on 7th March 2008. Through the RTF, the Basel Committee seeks to encourage research on this important topic by researchers within central banks and supervisory agencies, as well as by academic researchers. Submissions should...
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A joint conference by the World Bank, Rensselaer Polytechnic Institute and the Journal of Financial Stability.Credit guarantee schemes distribute credit risk, can improve access to finance and spur private sector development. However, while a variety of different types of guarantee schemes exist throughout the developing and developed world, many questions remain unanswered.The aim of this...
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