London Financial Studies courses

...How to build a trading signal High Frequency Trading Definitions and examples of HFTs How to build a low latency network What Can Go Wrong and How to Avoid... Learn about: Volume prediction, Electronic Trading, Equities Derivatives...

...Who should be charged with taking these risks? How can risks be reduced or increased through cooperation of various business units? Should we use cash positions or derivatives?... Learn about: Economic Capital, Financial Training, Financial Institutions...

...and revenue swaps with seasonality Day Two Inflation Derivatives in Use Sensitivity measures applied to index-linked bonds Asset swaps in general Par... Learn about: Inflation swaps, Microsoft Excel, Deflation drivers...

...of tools can be used to manage, analyse and price financial instruments. Participants will study: - Principal components - Duration and the impact of convexity... Learn about: Binomial tree, Quantitative techniques, Risk Neutral Valuation...

...futures and FRAs The impact of convexity on pricing Yield Curve Construction Building a Libor/swaps curve: depos, FRAs or futures? Constructing the long-end of the curve (swaps)... Learn about: Yield Curve Building, Stochastic volatility, Hedging strategies...

...encompassing both econometric and fundamental models of retail and corporate credit risk, market risk and operational risk - Learn how to apply the model... Learn about: Business model, Quality Training, IT risk...

...The Future of xVA and the Central Desk xVA in context xVA goes mainstream Optimal CVA management Challenges of pricing xVA xVA management... Learn about: Risk Management, xVA concept, IT risk...

...risk Identifying trades to reduce ES Allocating risk and capital to individual trading desks Default Risk Charge Scope of the default risk charge (DRC)... Learn about: Risk Assessment, Risk Measure, Internal Models...

...and complex financial marketplace. This course identifies the information that really matters and provides an insight into how best to interpret the increasing... Learn about: Global economic, Fiscal Policy, Monetary Policy...

...as an Asset Class – VXX and VXZ Incorporating Volatility into an Investment Portfolio Futures and Options on Volatility Indices The need for a stochastic... Learn about: Managing Risk, Hedging Volatility, Market Models...

...together with credit risk mitigation through security packages, covenants and guarantees. Day 2 focuses on distressed loan workouts, from early warning signals... Learn about: Financial Statement, IT risk, Financial Training...

...of collateral Negative rates and Multicurve in an XVA framework Modelling framework for XVA Credit Reduced Form Models with default intensity from... Learn about: CSA Price, Risk Managers, Hedging strategies...

...the risks of structured funds Workshops: Understanding how a structured fund operates Analysis of a fund prospectus and supplement Overview of the regulatory... Learn about: Illiquid assets, Asset Management, Investment Banking...

...Why the controversy? A review of the ‘LIBOR scandal’ The rise of overnight rates Tenor basis and liquidity premiums Interest Rate Forwards and Futures... Learn about: Foreign Exchange, Fixed Income, Money Market Calculations...

...performance in business cycle phases TAA and alpha generation Characteristics of financial crises Managing downside... Learn about: Equity Risk, Trading Strategies, IT risk...

...trading platforms Managed and restricted currencies: pegged exchange rates, onshore/offshore markets FX Forwards and Futures FX market risk and the concept... Learn about: Spot Market, Market Risk, Scenario analysis...

...One Hedging Cost Forwards Put Call Parity Binomial Tree model Black Scholes Merton model Delta Hedging Volatility Several angles at delta hedging Simulation... Learn about: Hedging Cost, Excel VBA, Delta Hedging...

...testing MATLAB basics Data mining pitfalls Workshops: Decomposing an algorithmic trading strategy Identifying drivers in a time series Assessing statistical... Learn about: Investment strategies, HFT strategies, Algorithmic Trading...

...The Vasicek model. Connection with the O U process. Mean. Variance. Covariance. Pricing zero coupon bonds Workshop: The Cox Ingersoll Ross Model... Learn about: Stochastic Calculus, Financial Training, Poisson Distribution...

...Simple linear regression Multiple regression forecasting models Further Advanced Workshop Excel examples combine mathematical techniques from across the course and cover... Learn about: Maths Refresher, Financial Training, MS Excel...