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BGM and LIBOR Market Models

  
Marcus Evans Financial Training - 2 days - - Public - £2495.00 (includes materials, lunch, refreshments)
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Description and objective: .

Dr. Massimo Morini, Independent Consultant, .

Key Topics

*Add smile to Libor models - Master volatility and displacement Libor models

*Explore in-depth calibration techniques through practical examples

*Analyse instantaneous correlations

*Discover latest research on the SABR model, correlated stochastic volatility, constant maturity products, computation of sensitivities and callables

Suitability: .

Exotic Products Pricing/ Strategy/ Development

Quantitative Analysis/ Strategy

Fixed Income Division

Financial Engineering

Portfolio Man

Risk Man

Derivatives Prods
 

Contact Marcus Evans Financial Training

Phone 0207 958 2671 When calling be sure to mention Training Pages
Fax0207 637 0843

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Categories

 •Finance > Instruments > Capital Markets and Derivatives
 •Finance > Instruments > Bonds and Fixed Income


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