
28 - 29 Octobery, 2010
London, UK
The current explosion of activity in commodity markets - expressed by the amount of capital flowing into this asset class and the remarkable growth of hybrids, structured notes and commodities indexes - makes this course essential for all those needing a thorough and detailed understanding of both spot and derivative transactions.
Complete MoneyScience
Quantitative Finance
Hedge Fund Focus
Financial Technology
Financial Education
Financial Recruitment
MoneyScience
BusinessSchools
HedgeFundFocus
Risk_Mgmt
MSLuxury
Advanced C++ for Computational Finance
Advanced Finite Difference Method for Quantitative Finance: Theory, Applications and Computation
Pricing exotic interest rate derivatives - The LIBOR Market Model in QuantLib
Latest Businesses
Handbook of Asset and Liability Management: From Models to Optimal Return Strategies
Alexandre Adam
The only book to take a quantitative, model building approach to Asset and Liability Management & the only book to explain all the written & unwritten rules of ALM in detail.
ISBN: 9780470034965 - 26-Oct-07 - £60.00