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Sunday, 10 May 2009 |
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Location: London, UK. Date:2009-05-11 00:00:00. Course Outline In today's market, credit derivatives are at the forefront of risk management. This comprehensive two-day course is for anyone who wishes to create profitable opportunities in this market through trading, arbitrage, risk management or by creating liquidity. It will provide an in-depth description of all credit products including Default Swaps, Total Return Swaps, Credit Linked Notes, CDOs and CLOs as well as address the differing motivations. New Case Study: the credit crunch in summer 2007 Understand why the "crunch" ocurred and the role that credit derivatives played in the development of the situation. - How credit derivatives can help financial market participants mitigate the effects and recover from the aftermath of recent volatility - How firms are using credit derivatives to profit from turmoil in the credit markets - Lessons learned for both the sell and buy sides in the credit markets - How the credit derivative markets are changing as a result - Exploration of how a similar meltdown might occur again and how to be prepared |
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Sunday, 10 May 2009 |
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Location: London, UK. Date:2009-05-11 00:00:00. The scope of this course is to revise some of the theories and principles used for calculating the price of financial derivatives. The Black-Scholes model is used as the starting point but gradually the level of complexity is increased to discuss the jump-diffusion models, stochastic volatility models as well as discussions of pricing various exotic pay-offs that will be the new vanilla products tomorrow. Who The Course is For Quantitative analysts, risk managers, product controllers, financial engineers, researchers. Past participants have included: Chief investment officers, Asset Managers, Strategists, Private Banks, Relationship Managers. |
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Sunday, 10 May 2009 |
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Location: New York, USA. Date:2009-05-11 00:00:00. This advanced course focuses on credit portfolio risk management techniques, examining several of the models and approaches that have developed in the marketplace. It considers how credit derivatives and other risk mitigation methods can be used in the implementation of a credit portfolio risk management program. There is a discussion of the relationship of credit risk to other risks faced by financial institutions including market risk, operational risk, and liquidity risk. The course examines these risks and the associated management tools and techniques within the broader context of the Value at Risk (VaR) approach to integrated risk management. VaR is important because it has the support of the banking regulators as an acceptable basis for the development of internal models of risk analysis, the return on capital and capital adequacy. Finally, the course addresses the policy, practice and process issues that need to be part of an integrated risk management program within a financial institution. |
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Sunday, 10 May 2009 |
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Location: New York, USA. Date:2009-05-11 00:00:00. With only a few weeks left until one of the most difficult exams you'll ever take, it's time to ask, ''Am I really prepared?'' Individual study is crucial, but group work can boost individual efforts. The intensive review class covers the most important topics of the exam - not just test hints and tips. Instructors make sure participants don't miss a single CFA Institute learning outcome statement, focusing on the key elements necessary to accelerate the review and maximize success. Financial calculator required. Please note: Ethics topics will not be covered during the Weeklong Intensive course due to time constraints. The Weeklong Intensive Review is not covered by a money back guarantee. |
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Saturday, 09 May 2009 |
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Location: London, UK. Date:2009-05-10 00:00:00. Networking and career development for senior finance professionals Who is it for? This course is perfect for financial directors from all types of organisation who are looking for the next step in personal and career growth. What is it about? This one-day seminar will give you the opportunity to remove yourself from the distractions of the office to share experiences with financial directors in similar positions with similar aspirations. Run at an exclusive executive venue, and facilitated by a hugely experienced board-level trainer, this course aims to give senior financial managers the opportunity for relevant and valuable professional development. |
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Thursday, 07 May 2009 |
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Location: Said Business School, Oxford, UK. Date:2009-05-08 00:00:00. |
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Wednesday, 06 May 2009 |
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Location: London, UK. Date:2009-05-07 00:00:00. When Investment Week created 'Square Up in the City' in 2005 we had no idea how successful it would be. After the tsunamis that struck Asia on the 26th December 2004 Investment Week coordinated fund raising that generated £55,000 from ten leading fund management companies plus Incisive Media. Not satisfied with this the concept for |
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Wednesday, 06 May 2009 |
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Location: TBA. Date:2009-05-07 00:00:00. During a state of flux in the global investment industry, our series of events provide the perfect forum to reflect upon the events of the last year with leading industry figures . Discussing and developing a new understanding of issuer and counterparty risk, skilled practitioners highlight the challenges that the post credit-crunch market will bring for product distributors and fund managers. Expert speakers from around the world will offer practical approaches to portfolio enhancement and risk management using structured products; and also reveal the asset classes and investment approaches that will overcome these challenges in 2009. |
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Tuesday, 05 May 2009 |
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Location: London, UK. Date:2009-05-06 00:00:00. Course Outline Equity derivatives have been growing in importance over a number of years and are now well established in the financial marketplace. This seminar is for anyone who wishes to be able to price, use, manage or evaluate equity derivatives and exotic equity options. More than half of the seminar is devoted to practical small group sessions. Who The Course is For Anyone who wishes to be able to price, use, manage, or evaluate equity derivatives and exotic equity options. Past participants have included: Traders, Loan Officers, Risk Managers, Fixed Income Professionals & Sales People, Fund Managers, Investors, Middle Office Managers, Senior Managers, Quantitative Analysts, Structured Products Desks, Researchers, Financial Engineers, Compliance Staff, Auditors, Dealing Room Staff, Systems Developers, Product Controllers, Loan Portfolio Managers, Credit Analysis, Credit Risk Managers |
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Monday, 04 May 2009 |
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Location: Fraunhofer ITWM, Kaiserslautern, Germany. Date:2009-05-05 00:00:00. Modern continuous-time financial mathematics has been one of the most active research areas of mathematics during the last decades. It has repeatedly attracted public attention by its spectacular results and many parts of this are successfully applied daily in numerous banks. Despite this already successful transfer of knowledge to the industry, many theoretical results still have to be examined with regard to their practical applicability and their transformation to the industry on the basis of application oriented algorithms and software. The workshop aims to bring together both sides: scientists from universities and research institutions as well as practitioners from the industry. In the morning and after-lunch sessions recent results in financial mathematics will be presented while in the afternoon sessions an overview on current topics at Fraunhofer ITWM will be given, showing the transfer of theory into practice. We are looking forward to welcoming you in Kaiserslautern. The conference language will be English. Programme of the workshop The conference will be held at the Fraunhofer Institute for Industrial Mathematics, Kaiserslautern, Germany. Kaiserslautern is located at about 100 km from Frankfurt. Find out how to reach us here. More information on the Cambridge-Kaiserslautern Finance Alliance can be found here For registration please print out the flyer below and fax the registration form or send us an e-mail using the link below. Workshop Flyer (PDF; 2,1MB) Contact: Dipl.-Math. Eva-Maria Zimmermann Tel: +49 (0) 6 31 / 3 16 00-43 12 Fax: +49 (0) 6 31 / 3 16 00-53 12 |
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