Classes Course
Price:
Duration:
3 Days
Requirements:
* Numerate background (intermediate) * A good grounding in capital markets products and techniques ... see more
Course objectives:
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.
| Requirements |
* Numerate background (intermediate)
* A good grounding in capital markets products and techniques
* Microsoft Excel.
|
| Price | £2,970 + VAT |
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Jon Gregory Dr Jon Gregory has over ten years experience as a practitioner in quantitative finance. From 1995 to 1997 he worked in the Fixed Income division of Salomon Brothers. From 1997 to 2005 he was with BNP Paribas and worked on many projects across the interest rate, equity, credit, insurance and risk man |