In a complicated financial world a detailed understanding of the application of quantitative techniques is essential. This course provides an in-depth coverage of practical quantitative methods important in today’s financial markets.
Course Objectives
To provide practitioners with a practical understanding of how a range of tools can be used to manage, analyse and price financial instruments.
Participants will study:
– Principal components
– Duration and the impact of convexity
– Methods of interpolation, their uses and limitations
– Regression techniques
– Implementing Monte Carlo simulations
– Binomial and trinomial tree building
– How to model assets and price derivatives in continuous time
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