MoneyScience Financial Training Calendar
Here at MoneyScience we've teamed up with an expert team of internationally-respected financial tutors to present a series of high level financial training courses, delivering top-quality, up-to-the minute training in key and emerging areas of finance.
A practical and intensive course covering the applications, trading and valuation of credit default swaps and related credit derivative instruments.
Location: London, UK | Course Length: 2 Days | Tutor: Jon Gregory
A practical and intensive course covering exotic options and structured products and the financial engineering behind their uses, valuation and trading.
Location: London, UK | Course Length: 2 Days | Tutor: Jon Gregory
In the seminar we discuss the application of the Monte Carlo method to Quantitative Finance. In particular we focus on pricing derivatives. We investigate how several methods to simulate sample paths of risky assets, tune the efficiency of the method and finally solve advanced problems like computing hedge sensitivities and early exercise features.
Location: London, UK | Course Length: 2 Days | Tutor: Jörg Kienitz
A practical and intensive course covering the use of value-at-risk (VAR) methods for measuring financial risk and how the credit crisis will change risk management and VAR approaches in the future.
Location: London, UK | Course Length: 2 Days | Tutor: Jon Gregory
A practical and intensive 2 day course covering the use of capital structure models for modelling balance sheet behaviour and their extension to default modelling and capital structure trading.
Location: London, UK | Course Length: 2 Days | Tutor: Jon Gregory
The goal of this one day seminar is to provide a detailed overview and insights into the latest techniques of modelling uncertainty in financial markets and demonstrating computational methods to tackle the models.
Location: London, UK | Course Length: 1 Day | Tutor: Jörg Kienitz
The goal of this three-day intensive hands-on course is to learn those advanced features in C+ that are of direct relevance to writing and extending application for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost libraries to allow you to create robust and flexible applications.
Location: London, UK | Course Length: 3 Days | Tutor: Daniel Duffy
This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project. He will examine the practical problems that arise when implementing the LIBOR market model to price exotic interest rate derivatives.
Location: London, UK | Course Length: 3 Days | Tutor: Mark Joshi
The goal of this three-day intensive hands-on course is to learn those advanced features in C+ that are of direct relevance to writing and extending application for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost libraries to allow you to create robust and flexible applications.
Location: London, UK | Course Length: 3 Days | Tutor: Daniel Duffy
