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Your search for market Quantitative Finance returned 5 results
Managing liquidity risk
  • Managing liquidity risk
  • 9th September 2010 - 10th September 2010
  • These days building a robust liquidity management system is the top priority at many banks ahead of the expected introduction of tough new liquidity risk regulations at the end of this year and the easing of goverment support for many financial institutions. This two day course brings together leading industry practioners to address the liquidity risk management challenges th efinancial industry is currently facing along with practical guidance on how best to manage the new regulations.

  • London, UK
  • Training
Measuring fair value for illiquid financial instruments
  • Measuring fair value for illiquid financial instruments
  • 16th September 2010 - 17th September 2010
  • This two day course will equip you with a better understanding of the theory and practice of measuring fair value of complex illiquid financial instruments.

  • London, UK
  • Training
Modelling and validating the Advanced Internal Ratings Based (AIRB) approach
  • Modelling and validating the Advanced Internal Ratings Based (AIRB) approach
  • 20th September 2010 - 21st September 2010
  • 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.

  • New York, USA
  • Training
Steven Shreve on Stochastic Calculus for Derivatives
  • 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.

  • London, UK
  • Training
Steven Shreve on Stochastic Calculus for Derivatives
  • 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.

  • New York, USA
  • Training
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