Implementing Fundamental Quantitative Techniques

Description:

"A lot of important material is covered in a short period of time effectively."

Syed Ali Zafar Mehdi - Quantitative Analyst, Abu Dhabi Investment Authority

Course Outline

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.

This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough understanding of these important techniques.

View a sample exercise of the course (PDF)

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
• Implementing dynamic term structure models

Who The Course is For

Anyone who needs to understand a comprehensive set of tools for managing risk in the financial markets. The seminar will be of special interest to:

• Risk managers
• System developers
• Traders and derivatives teams
• Consultants and brokers

Brief description: This course provides an in-depth coverage of practical quantitative methods important in today's financial markets.

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Website: http://www.londonfs.com/programmes/Introduction-to-Quantitative-Techniques/Outline/