A Data Science Central Community
Advanced C++ for Computational Finance with Daniel Duffy
June 15-17, 2009, London, UK
"Very good style and knowledge was far above the norm"
Capital Structure Trading with Jon Gregory
June 15-16, 2009, London, UK
A practical and intensive 2 day course covering the use of capital structure models for modelling balance sheet behaviour and their extension to default modelling and capital structure trading.
"An absolutely perfect mixture of theory and practice. By far the best course I've attended" - delegate, Dresdner Kleinwort.
Value-at-Risk with Jon Gregory
June 22-23, 2009, London UK
A practical and intensive course with a world renowned speaker covering the use of value-at-risk (VAR) methods for measuring financial risk and how the credit crisis will change risk management and VAR approaches in the future.
"Great perspective on financial risk management, the best and most useful piece of education in my business life" - delegate NIBC bank
Credit Default Swaps and the Credit Crisis with John Gregory
July 13-14, 2009, London, UK
A practical and intensive course covering the applications, trading and valuation of credit default swaps and related credit derivative instruments.
"So good to have such an expert as tutor" - Delegate, West LB
Statistical Programming in R for Financial Markets with Patrick Burns
July 13-14, 2009
Pricing Counterparty Credit Risk in the Credit Crisis with Jon Gregory
July 27-28, 2009, London, UK
A practical and intensive 2 day course covering counterparty credit risk and its role in the credit crisis and focussing on related aspects such as collateral management.
"Thanks for a great course on credit derivatives. I learned so much in such a short time!" - delegate, DEXIA bank
Options and Structured Products with Jon Gregory
September 1 - 2, 2009, London, UK
A practical and intensive course covering exotic options and structured products and the financial engineering behind their uses, valuation and trading.
"Great up to date course with lots of practical examples" -- Vice President, Swiss Re
Pricing Credit Derivatives and the Credit Crisis with Jon Gregory
September 7-8, 2009, London, UK
A practical and intensive course led by world-renowned expert, explaining the theory and practice behind credit derivative pricing models with special emphasis on CDO pricing in light of the credit crisis.
"Really excellent course from an expert in the field" - delegate, BlackRock
The Heston Stochastic Volatility Model: Pricing, Calibration and Monte-Carlo Simulation with Wim Schoutens
November 9-10, London,UK
This course introduces and applies the advanced stochastic volatility model of Heston with a focus on the pricing of equity derivatives.