London Financial Studies courses

...model for optimal execution Workshop: Algorithmic execution in practice: how to calculate the real cost and achieve best execution Day Two Electronic Market... Learn about: Equities Derivatives, Fixed Income, Volume prediction...

...Measuring Net Interest Income (NII) risks with static and dynamic sensitivity analysis Multi currency NII ALM techniques and strategies Complications from financial... Learn about: Strategic ALM, FX traders, Balance Sheet...

...these products is also analyzed. More than half of the program is devoted to practical small group sessions. These intensive exercises include simulations... Learn about: Inflation swaps, Inflation Derivatives, Deflation drivers...

...difference techniques for continuous time problems Workshop: Comparing binomial trees and Monte Carlo techniques... Learn about: Financial Training, Quantitative techniques, Binomial tree...

...IRS as a bond and FRN Pricing for zero NPV Intuitive swap pricing, PV01 Formal multi-curve swap pricing Close-outs, unwinds and assignments Swap clearing... Learn about: Managing Risk, Risk Neutral Valuation, IT risk...

...Examples – commercial real estate (CRE); commodities Failed bank historical data – sanity check Case Study: Stressing the Commercial division... Learn about: Equity Valuation, Financial Training, IT risk...

...This course explains and describes the valuation adjustments in derivatives pricing in relation to counterparty risk, collateral, funding and capital components... Learn about: Risk Management, Risk Assessment, Credit Risk...

...Trading Books and Trading Desks Defining a trading book and relationship to IFRS 9 Separation between banking book and trading book Trading desk as a... Learn about: Risk Assessment, Regulation Law, Trading Book...

...future Higher frequency to lower frequency Medium term pointers Cyclical indicators Economic policy and market behaviour Fiscal policy Monetary policy... Learn about: Economic Policy, Exit strategies, Monetary Policy...

...The course starts by analysing the role of volatility in current financial markets including the causes and impact of volatility smiles on a variety of financial products... Learn about: Financial Training, Hedging Volatility, Volatility Trading...

...entry into distress and lender preparation for distress, through short term and long term restructuring options, culminating in exits of post reorganization debt and equity... Learn about: Cash flow analysis, Risk Management, Risk Governance...

...Day One Modelling and Implementation for XVA's The way XVA’s are restructuring banks The nature of XVA’s. Netting sets, entity specific computations... Learn about: Hedging strategies, CSA Price, IT risk...

...the UCITS investment restrictions Eligibility of proprietary strategies and indices Using derivatives for investment purposes Comparing risk/return... Learn about: IT risk, Asset Management, Illiquid assets...

...Essential Financial Maths and Money Market Calculations Interest calculations, day count conventions The effect of payment frequency and compounding Time value of money... Learn about: Commodity Markets, Macro Economics, Risk Management...

...These themes are contrasted from both orthodox (neo classical and neo Keynesian) and heterodox (Modern Monetary Theory, post Keynesian, and other)... Learn about: Interest Rates, Trading Strategies, Global Economy...

...and other structures The risk characteristics of different structures and their relative merits for hedging or speculation Scenario analysis Workshop... Learn about: Scenario analysis, Electronic Trading, Currency Swaps...

...Delta hedging, P&L distribution and hedging balance Greeks Option Price dynamics Greek shapes Hedging volatility Trading the Black Scholes assumptions Simulation... Learn about: Vega matrix, Derivatives Desks, Excel VBA...

...algorithmic strategies to high frequency trading. These investment strategies have grown in importance to represent in excess of 60% of the aggregate volume... Learn about: Market Liquidity, IT risk, HFT strategies...

...Monte Carlo simulation Gaussian processes. Diffusion processes Examples: The Wiener process with drift. The Brownian Bridge Exercise: The Geometric Brownian Motion... Learn about: Poisson Distribution, Markov Chains, Differential Equations...

...and Excel spreadsheets will be used as a supporting resource to provide further examples. This course is also available remotely via LFS Live. Anyone... Learn about: Maths Refresher, Financial techniques, Financial Training...