The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives and have growing importance in pricing and hedging modern financial products. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances. This will give participants the opportunity...
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A comprehensive seminar on pricing and managing interest rate derivatives.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 grounding in these instruments.Who The Course is ForThis course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives and...
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Property Derivatives discusses what is unique about derivatives where property is the underlying asset, and explores the many ways to use and misuse these derivatives. The course covers current housing futures and options, property index swaps and possible future developments.Who The Course is For- Property investors- Property occupiers and valuers- Investment bankers- Traders- Risk managers,...
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Property Value at Risk (PVaR) covers the fundamentals of property risk, discusses what is unique about appraising and disclosing property, and using PVaR for portfolio construction, property management and capital adequacy assessment.Who The Course is For- Property investors and occupiers- Solvency II Assessors- Property valuers and accountants- Users of property derivatives- Real estate security...
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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.Who The Course is For- Quantitative analysts- Risk...
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In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who wishes to...
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In current market conditions a rigorous approach to risk management is essential. This programme applies some of the latest econometric and data handling techniques to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant to anyone analysing or interpreting financial market data.Who The Course is For- Traders- Risk Managers- Strategists-...
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This intensive course begins with some definitions and estimation issues, and then proceeds to time series modelling, forecasting and forecast evaluation. The time series study finishes with multivariate models where correlations between assets are jointly estimated with individual volatility dynamics. The second part of the course introduces derivative products that are written on volatility as...
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In a quick trip to Mexico during the recent market turmoil, something caught my eye as soon as I disembarked from the plane. Currency exchange booths were everywhere, showing bid and ask exchange rates between the Mexican peso and the U.S. dollar. The actual levels were not precisely what drew my attention (despite reaching historical dollar highs). Instead it was the bid/ask spread that was...
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