London Financial Studies courses

...Gain familiarity with the landscape of electronic markets Distinguish between different types of exchanges and order types Learn how to calculate the costs... Learn about: Fixed Income, Electronic Markets, Algorithmic Execution...

...risks Important links for liquidity management and transfer pricing through ALM Group Discussion: How should we implement ALM in our institution to optimise... Learn about: Stock flow, Balance Sheet, Strategic ALM...

...operation of index linked securities and their derivatives Day One Introduction and Course Outline The Building Blocks Measures of inflation Inflation... Learn about: Inflation swaps, Inflation Derivatives, MS Excel...

...number generation Control variate and antithetic variable techniques Low discrepancy sequences Multiple dimensions and stochastic volatility Simulating SABR processes Workshop... Learn about: Quantitative techniques, Binomial tree, Monte Carlo...

...swaps, and bonds - Price and revalue swaps - Structure asset and liability (new issue) swaps - Price and structure cross-currency swaps - Design... Learn about: Volatility smile, Hedging strategies, Hedging swaptions...

...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: Extension risks, Bank Stress, Macroeconomic data...

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

...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 Strategy, Trading Book, Risk Measure...

...developments Policy responses Exit strategies Economic forecasts Current forecasts Forecast risks Exercises... Learn about: Economic Data, Economic Policy, Global economic...

...Financial and valuation controllers Private wealth managers Risk managers and regulators Finance directors Bank and corporate treasury managers Day... Learn about: Stochastic volatility, Hedging Volatility, Market Models...

...Entry Into Distress Causes of distress Distress early warning signals Case Study 7: Distress early warning signals in Norske Skogindustrier... Learn about: Credit Analysis, Stress Testing, Credit Risk Management...

...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, Hedging strategies, CSA Price...

...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: IT risk, Strategy liquidity, Asset Management...

...Professionals entering the banking and asset management industry Professionals from other areas working in financial institutions (e.g. lawyers... Learn about: Money Market Calculations, Secondary Market, Risk Management...

...and asset returns – trading breakeven inflation Is deflation or inflation currently the major threat? Exercises: Spot Rates, Forward Rates and Breakeven... Learn about: Equity Risk, Global Economy, Risk Premiums...

...of premium with market and contract parameters Electronic trading platforms Vanilla Options Structures Spreads, straddles, strangles, risk reversals... Learn about: Market Risk, IT risk, Investment manager...

...Exercises are implemented using Excel VBA, which participants can take away. Traders Risk Managers Stress Testers Investment Managers and Analysts Portfolio... Learn about: Stress Testers, Excel VBA, Risk Management...

...new sources of alpha The variety of QIS: CTA, event trading and deviations arbitrage Time series analysis Arms race in technology Building & testing... Learn about: Risk Management, Splitting Alpha, IT risk...

...The Poisson process Exercise: Superposition of Poisson Processes. Thinning Day Two Stochastic Calculus The Wiener process. Path properties. Monte Carlo... Learn about: Markov Chains, Stochastic Calculus, Poisson Distribution...

...Anyone who needs to develop their understanding and use of mathematics in a financial context. Day One Numbers, Algebra and Functions Linear... Learn about: MS Excel, Polynomial functions, Financial Training...