At London Financial Studies we concentrate exclusively on capital markets. We offer individuals, teams and companies a unique and expert teaching resource that combines theoretical understanding with practical experience and equips them to operate at the highest levels of efficiency and profitability.
Practical application
What we teach is soundly based in current best practice. Our teachers have extensive practical experience in relevant capital markets.
Intellectual clarityOur teachers are first class communicators and acknowledged experts in their fields. They combine extensive practical experience with profound theoretical understanding. Course exercises deliver effective practical learning that participants remember long after leaving the classroom.
Personal approachWe try to understand the needs of each person and structure courses and packages of real benefit to them. All our teaching groups are small enough to enable individual needs to be assessed and met continually.
Economic valueWe understand the commercial environment in which our clients operate. What we teach them delivers tangible benefits to their personal performance and the bottom line of their companies.
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London Financial Studies
34 Curlew Street
Butlers Wharf
London
United Kingdom
SE1 2ND
Tel: +44 (0)20 7378 1050
Fax: +44 (0)20 7378 1062
Tel: +44 (0)20 7378 1050 Email: admin@londonfs.com
Tel: +44 (0)20 7378 1050 Email: info@londonfs.com
Tel: +44 (0)20 7378 1050 Email: Fabrizio.conrado@londonfs.com
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27-29 October, 2008 London, UK |
Foreign Exchange exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market.
- Type: Event - Training
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8-10 December, 2008 London, UK |
The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives and have growing importance in pricing and hedging modern financial products. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances. This will give participants the opportunity to apply new methodologies in a practical context for the current needs of the market.
- Type: Event - Training
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1-2 October, 2008 London, UK |
A comprehensive seminar on pricing and managing second generation interest rate derivatives.
What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace.
This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Seminar groups are kept small and more than half of the course is devoted to practical workshops. The exercise answers include fully worked scenario spreadsheets containing relevant Excel functions and macros for participants to take away.
- Type: Event - Training
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22 - 23rd September, 2008 London, UK |
Property Derivatives discusses what is unique about derivatives where property is the underlying asset, and explores the many ways to use and misuse these derivatives. The course covers current housing futures and options, property index swaps and possible future developments.
- Type: Event - Training
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24 - 25th September, 2008 London, UK |
Property Value at Risk (PVaR) covers the fundamentals of property risk, discusses what is unique about appraising and disclosing property, and using PVaR for portfolio construction, property management and capital adequacy assessment.
- Type: Event - Training
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19 - 21 November, 2008 London, UK |
This course introduces and applies advanced models for the pricing of equity derivatives. The objective of the workshop is to develop a solid understanding of the current frameworks for pricing equity derivatives and to give participants the mathematical and practical background necessary to apply the various pricing methodologies to the market.
- Type: Event - Training
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6 - 7 November London, UK |
In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets.
- Type: Event - Training
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5 November, 2008 London, UK |
Understanding the role of economic indicators which determine market performance is an essential skill in the context of an increasingly sophisticated and complex financial marketplace.
- Type: Event - Training
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15 - 16th September, 2008 London, UK |
The use of Probability theory in financial modelling can be traced back to the work on Bachelier at the beginning of last century with advanced probabilistic methods being introduced for the first time by Black, Scholes and Merton in the seventies. The modern financial quantitative analysts make use of sophisticated mathematical concepts, such as martingales and stochastic integration, in order to describe the behaviour of the markets or to derive computing methods.
- Type: Event - Training
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1 -3 October, 2008 London, UK |
Equity derivatives have been growing in importance over a number of years and are now well established in the financial marketplace. This seminar is for anyone who wishes to be able to price, use, manage or evaluate equity derivatives and exotic equity options. More than half of the seminar is devoted to practical small group sessions.
- Type: Event - Training
- Visit this product's website
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6 - 7 October, 2008 London, UK |
In today's market, credit derivatives are at the forefront of risk management. This comprehensive two-day course is for anyone who wishes to create profitable opportunities in this market through trading, arbitrage, risk management or by creating liquidity. It will provide an in-depth description of all credit products including Default Swaps, Total Return Swaps, Credit Linked Notes, CDOs and CLOs as well as address the differing motivations.
- Type: Event - Training
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8 - 9 October, 2008 London, UK |
The accurate and consistent pricing of credit derivatives is crucial to gaining a competitive edge in today's market. The objective of this workshop is to develop a solid understanding of the current frameworks for pricing credit derivatives and to give participants the mathematical and practical background necessary to evaluate the various pricing methodologies on the market.
- Type: Event - Training
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3-5 December, 2008 London, UK |
This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and the Merton and Gaussian approaches for estimation of probabilities.
- Type: Event - Training
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15-17 October, 2008 London, UK |
The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modelling volatility under current market conditions.
- Type: Event - Training
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10-11 November 2008 London, UK |
This course will enable you to understand the major causes of risk in mortgage backed securities markets and develop appropriate solutions for managing those types of risk. The programme includes prepayment, default and arrears risk and during the course you will apply a wide range of models and techniques to these areas. Also covered are modern instruments such as balance guaranteed swaps, equity release mortgages and property derivatives. Pricing examples are given, but the focus of the programme is on managing risk, hedging and scenario analysis.
- Type: Event - Training
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17-20 November 2008 London, UK |
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.
- Type: Event - Training
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