The ever changing landscape of counterparty credit risk means that up-to date
information is essential for good business practice and this two-day course aims
to do that, with sessions covering pricing, modelling exposure, the management
of wrong way risk and the development of central counterparties.
The course will also provide insight at collateral management the paramount
weapon for counterparty risk reduction. Leading international and local experts
will address all the of the topics above.
In order to develop accurate ratings, systems must take into account
qualitative and quantitative factors, often in portfolios where data is limited.
This course will tackle these issues as well as engaging with the
issues surrounding validating and testing models in stressful market conditions.
The course speakers will make extensive use of real life examples to help bridge
the gap between theory and practice.
Steven Shreve on Stochastic Calculus for Derivatives
14th October 2010 - 15th October 2010
Professor Steven Shreve will equip you with a thorough understanding of
stochastic calculus in derivatives and interest rate models over the course of 2
days. This intensive course will train delegates in the application of
continuous time financial mathematices, which underpin advanced finance.
Steven Shreve on Stochastic Calculus for Derivatives
18th October 2010 - 19th October 2010
Professor Steven Shreve will equip you with a thorough understanding of
stochastic calculus in derivatives and interest rate models over the course of 2
days. This intensive course will train delegates in the application of
continuous time financial mathematices, which underpin advanced finance.
