London Financial Studies courses

...VWAP, TWAP, Arrival price Volume prediction Slippage and Information leakage Market impact: temporary or permanent Transaction Cost Analysis Almgren Chriss... Learn about: Equities Derivatives, Electronic Markets, Algorithmic Trading...

...and economic capital The role of ALM in reward risk budgeting Development of ALM in the future ALM Frameworks for the Banking Book Creation and categorization... Learn about: Economic Capital, Financial Training, Strategic ALM...

...with seasonality Inflation Options and Related Products Inflation caps and floors LPI embedded options and path dependency Inflation volatility considerations... Learn about: Inflation Derivatives, Inflation swaps, MS Excel...

...Portfolio Immunisation Modelling Movements in Asset Prices: Monte Carlo Simulation Asset prices represented by Brownian motion Monte Carlo simulation Random... Learn about: Risk Neutral Valuation, Binomial tree, Quantitative techniques...

...tenor basis and decoupled forward Libor curves Implications of tenor basis for yield curve construction The choice of the discount curve – Why OIS?... Learn about: Hedging strategies, Risk Neutral Valuation, Stochastic volatility...

...loan losses – loan loss provisions, loan loss reserves, write-offs and recoveries Loan loss provisioning under IAS 39 vs IFRS 9 – moving from an incurred... Learn about: Quality Training, Equity Valuation, Cash Flow...

...mandatory clearing and bilateral margining mandates. Participants will be able to take away all worked examples and additional exercises and models implemented... Learn about: IT risk, OIS discounting, CVA hedging...

...History of risk management regulation Probability distributions, volatility and correlation VaR as a failed risk measure Motivation for new regulation... Learn about: Risk Measure, Risk Management, Risk Strategy...

...the headline Actual versus underlying Seasonality Revisions Exercises Day Two Policies, Perspectives and Projections Using current data to forecast... Learn about: Economic Policy, Forecast risks, Fiscal Policy...

...Impact of Model choice Smile risk Understanding greeks Vega convexity. Workshop: Finding the best vega hedge... Learn about: IT risk, Volatility Surface, Volatility Trading...

...Course overview Commercial Loan Products Term loans Revolving credit facilities PIK and PIK toggle facilities Accounts receivable / borrowing base facilities... Learn about: Credit Analysis, Financial Statement, Sales Training...

...vs American Monte Carlo. Technical issues and how to solve them Working on hardware: parallel computing, grids and GPU’s Practical Example: Simulation fox hybrid XVA's... Learn about: GCSE Mathematics, Risk Managers, Hedging strategies...

...fund derivatives Between investment banking and asset management Understanding the growth of structured funds Fund derivatives overview Mutual fund... Learn about: Asset Management, Fund derivatives, Hedge Fund...

...PV and FV Key money market instruments Workshop: Understanding money market instruments and their returns Day Two Fixed Income Short term Interest Rates Interbank rates (LIBOR)... Learn about: Money Market Calculations, Risk Management, Equity Valuation...

...particularly those who are executing cross-market trading strategies: - Chief Investment Officers - Global macro hedge fund managers - Private wealth managers... Learn about: Foreign Exchange, Risk Premiums, Global TAA Strategy...

...with worked examples Electronic trading platforms How futures contracts work Trading on an exchange, margin treatment Payoff scenario analysis Workshop... Learn about: Electronic Trading, Risk reversals, Foreign Exchange...

...and Smile Volatility surface Market skew and dynamics Workshop: Become an option market maker and set your own... Learn about: Vega matrix, Risk Management, Hedging Simulation...

...algorithmic trading strategy Mean reversion and momentum in finance Stationarity, co integration and factor models Statistical significance hypothesis... Learn about: Algorithmic Trading, Investment strategies, Risk Management...

...Participants will practice all relevant concepts through a batch of Excel based exercises and workshops. This course is also available remotely via LFS... Learn about: Exponential distribution, Financial Training, Markov Chains...

...Probability Calculations Expected Monetary Value Significance Testing with Trading Data Distributions and Stochastic Processes Real world Distributions... Learn about: Financial Training, Maths Refresher, MS Excel...