Conferences, Training, Workshops and Seminars, Event Notices and Companies. http://pipes.yahoo.com/pipes/pipe.info?_id=XDQRjdbp3BGb5I8lYEsBXw Wed, 04 Nov 2009 21:30:42 -0800 http://pipes.yahoo.com/pipes/ http://www.moneyscience.com/Events_Noticeboard/article436http://www.moneyscience.com/files/catimages/1202313962financialeventsfocus.jpgmoneyscience-events-calendarhttp://feedburner.google.com http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/HgD0w8EKcM8/event1210 Location: Chicago, USA. Date:2009-11-06 00:00:00. Building on the concepts taught in Swaps I, participants gain expertise in critical areas such as structure, pricing, and documentation. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Swaps_II/event1210 Thu, 05 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Swaps_II/event1210 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/gMPjMAhVvVY/event1235 Location: New York, USA. Date:2009-11-07 00:00:00. Extensive problem-solving exercises are key CFA® exam success and an excellent way to focus studies and supplement the review course. Participants will work closely with an instructor through several original complex questions drawn from the most difficult and important areas of the exam including Financial Statement Analysis, Quantitative Methods, Corporate Finance, Debt Investments, Portfolio Management, and Derivatives. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/CFA__Exam_Level_I_-_Problem_Solving/event1235 Fri, 06 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/CFA__Exam_Level_I_-_Problem_Solving/event1235 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/-dbfq9Fb4WM/event1236 Location: Chicago, USA. Date:2009-11-09 00:00:00. This Corporate Finance course focuses on the primary tasks of the corporate treasurer or financial analyst. The program covers the key principles of corporate finance including project analysis and capital budgeting, the time value of money and various valuation concepts. Plus, participants are challenged to decide a firm's optimal capital structure. The basics of discounted cash flow shows how to estimate a weighted average cost of capital to use as a discount rate appropriate to a particular company or project. Alternative valuation techniques are also examined. Event Contact: Marc Chierney Email: Marc.Cherney@nyif.com Telephone: +1 847 486 2137 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Core_Skills_Analyst_Program_-_Corporate_Finance_and_Valuation_Fundamentals/event1236 Sun, 08 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Core_Skills_Analyst_Program_-_Corporate_Finance_and_Valuation_Fundamentals/event1236 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/OVYX98EGRv8/event1121 Location: London, UK. Date:2009-11-09 00:00:00. "A very comprehensive course exploring the fundamentals of interest rate derivatives with practical use of worked examples using live market data." - Timothy Mount - Commerzbank A comprehensive seminar on pricing and managing interest rate derivatives. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough grounding in these instruments. Who The Course is For This course is designed for anyone who wishes to be able to price, use, market, manage or evaluate interest rate derivatives and currency swaps including: - Directors, treasurers, dealers and trainees - Corporate finance and investment managers - Accountants, auditors and IT personnel - Derivatives marketing executives, consultants, advisors and brokers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_-_Hedging_and_Managing_Risk/event1121 Sun, 08 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_-_Hedging_and_Managing_Risk/event1121 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/FHPd27_icSk/event1062 Location: The Institute of Physics, 76 Portland Place, London, UK. Date:2009-11-09 00:00:00. This course introduces and applies the advanced stochastic volatility model of Heston with a focus on the pricing of equity derivatives. The objective of this workshop is to develop a solid understanding of the model and to give participants the mathematical and practical background necessary to apply the model in practice. The course includes workshop in which the delegates will implement the pricing, the calibration and the Monte-Carlo simulation in Matlab. REQUEST A BROCHURE Course Duration: 2 days - 14 hours DELEGATES SHOULD BRING THEIR OWN LAPTOPS WITH MATLAB ON IT. Prerequisites: Basic probability theory, basics of stochastic processes, basic concepts of financial products, binomial tree modelling and the Black-Scholes setting, knowledge of basic programming. About the Speaker: Wim Schoutens is a world-recognised consultant and research professor specialising in model implemention within practitioner settings. His research interests cover broad areas of financial mathematics, and recent publications run from jump driven credit models, equity models, and model risks to hedging of exotics and multivariate financial modelling. He is also the author of Lvy Processes in Finance: Pricing Financial Derivatives and co-editor of Exotic Option Pricing and Advanced Lvy Models. Programme: DAY 1 Shortfalls of the Black-Scholes Model - Problems with the normal distribution, the need for stochastic volatility, implied volatility, stylised features of financial returns. Stochastic Volatility Models - Stylised features of volatility, Heston model, Heston with jumps Pricing European Options using Characteristic Functions - Characteristic functions, Carr-Madan formula for European options, FFT techniques DAY 2 Delta Hedging - Fast calculation of Deltas and other Greeks Calibration - Basic concepts of calibration, search algorithm, choosing starting values, examples. Monte-Carlo Simulations - Euler schemes, Milstein's schemes, advanced simulation methods Structured Products and Exotic Option Pricing under Heston - Pricing of exotic options embedded in structure products Matlab Workshops: DAY 1 : implementation of FFT pricing and calibration algorithm for Heston DAY 2 : Monte-Carlo simulations and exotic option pricing for Heston More Training from MoneyScience Advanced C++ for Computational Finance with Daniel Duffy - June 15-17, 2009 - Brochure Available Now Capital Structure Trading with Jon Gregory - June 15-16, 2009 - Brochure Available Now Pricing Counterparty Credit Risk in the Credit Crisis with Jon Gregory - July 27-28, 2009 - Brochure Available Now Statistical Programming in R for Financial Markets with Patrick Burns - July 13-14, 2009 Credit Default Swaps and the Credit Crisis with Jon Gregory - July 13-14, 2009 - Brochure Available Now Value-at-Risk (VaR) with Jon Gregory - June 22-23, 2009 - Brochure Available Now Options and Structured Products with Jon Gregory - Aug 31 - Sept 01, 2009 - Brochure Available Now Pricing Credit Derivatives and the Credit Crisis with Jon Gregory - Sept 7-8, 2009 - Brochure Available Now Pricing Exotic Interest Rate Derivatives - The LIBOR Market Model in QuantLib with Mark Joshi - June 2-4, 2010 http://www.moneyscience.com/calendar/The_Heston_Stochastic_Volatility_Model_-_Pricing,_Calibration_and_Monte_Carlo_Simulation_with_Wim_Schoutens/event1062 Sun, 08 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/The_Heston_Stochastic_Volatility_Model_-_Pricing,_Calibration_and_Monte_Carlo_Simulation_with_Wim_Schoutens/event1062 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/_ecGEmcx5D0/event1245 Location: London, UK. Date:2009-11-09 00:00:00. The primary purpose of the course is to develop or increase skills in using R as a programming language. The exercises will be focused on statistical resampling methods and stochastic optimisation. Data examples will generally be from finance. REQUEST A BROCHURE Visit our new training site for further details. 10% Early Bird Discount before October 1st 2009. What you learn: - To use R as a programming language. - To understand and appreciate statistical resampling methods, and how to use them in R. - To program basic stochastic optimisation algorithms in R, and how they might be applicable. Participants need to bring their own laptop with R installed. Some exposure to R is useful but not mandatory. Course Tutor In 2002 Patrick Burns founded Burns Statistics, which focuses on consulting and software for asset management. Prior to that he spent 4 years at Citigroup in London in the Equity Research and Equity departments where he worked on quantitative models for trading and risk measurement. Before entering finance Patrick was a lead developer of S-PLUS in its early days. He has a PhD in Statistics from the University of Washington in Seattle. http://www.moneyscience.com/calendar/Statistical_Programming_in_R_for_Finance_with_Patrick_Burns/event1245 Sun, 08 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Statistical_Programming_in_R_for_Finance_with_Patrick_Burns/event1245 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/Tk3yynnLf5w/event1103 Location: Geneva, Switzerland. Date:2009-11-09 00:00:00. Professor Tim Bollerslev The past year has seen some unprecedented changes in day-to-day asset prices within and across most financial markets, clearly highlighting the need for accurate and reliable volatility and correlation measurement, modeling, and forecasting procedures. This course surveys the most prominent volatility and correlation techniques developed over the past two decades, along with their many practical uses ranging from asset and option pricing, portfolio allocation, risk measurement and management, to direct volatility and correlation trading. The discussion is designed to strike a balance between intuition and mathematical rigor and also includes consideration of practical computational issues as well as a guest lecturer from the financial services industry illustrating the importance of volatilities and correlations in financial market risk assessments. The course develops an appreciation and understanding of the importance of time-varying volatility and correlation in financial asset returns, the tools and techniques of modern financial volatility and correlation measurement, modeling and forecasting, as well as the pitfalls and opportunities that arise as the new technologies move forward. More Events from Swiss Finance Institute SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Fformat%3Drss%26t%3Dcalendar%26id%3D17', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'100'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '218', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Volatility_and_Correlation/event1103 Sun, 08 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Volatility_and_Correlation/event1103 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/ZlxUUMsg48s/event1267 Location: Canary Wharf, London. Date:2009-11-09 16:00:00. It is widely recognised news plays a key role in financial markets. Traders and other market participants digest news rapidly and update their asset positions accordingly. The sources and volumes of news continue to grow and there is alpha generating potential in those technologies that aid intelligent and efficient processing of news. New technologies that allow traders and investment managers to automate or semi-automate news collection, extraction, aggregation and categorisation are emerging. Further a few niche analytics companies (RavenPack, AlphaSimplex) in partnership with established newswire providers (Dow Jones, Thomson Reuters) have developed commercial applications which process the textual input of news stories to determine quantitative sentiment scores. These can then form inputs to enhance financial models for trading and risk control. This forum brings together a few leading players in this space and will explore the current knowledge and applications. It will be a unique opportunity to gain an insight into this new area. The evening will finish with a networking session where solution providers can meet potential clients over a glass of wine. Attendance is by invitation only Pre register by emailing michael@optirisk-systems.com http://www.moneyscience.com/calendar/Forum_on_News_Analytics_applied_to_Trading_and_Risk_Control/event1267 Mon, 09 Nov 2009 08:00:00 -0800 http://www.moneyscience.com/calendar/Forum_on_News_Analytics_applied_to_Trading_and_Risk_Control/event1267 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/7-fMlm4LtOo/event1031 Location: New York, USA. Date:2009-11-10 00:00:00. Participants will learn to measure and manage financial risk, including interest rate and yield curve risks. They will also be exposed to the traditional approaches to managing risk, as well as the use of derivatives in risk management. http://www.moneyscience.com/calendar/Risk_Management_for_the_Debt_and_Equity_Markets/event1031 Mon, 09 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Risk_Management_for_the_Debt_and_Equity_Markets/event1031 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/YoBt13UHs-4/event1238 Location: New York, USA. Date:2009-11-16 00:00:00. This program applies fundamental analysis to stocks and fixed income securities and discusses data sources, performance and earnings forecasting, company management evaluation, and comparisons within an industry sector, business cycle, and microeconomics factors. This course also introduces technical analysis and valuation techniques. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. 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Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Securities_Analysis/event1238 Sun, 15 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Securities_Analysis/event1238 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/gJ9Zceta7xg/event1237 Location: Chicago, USA. Date:2009-11-16 00:00:00. The benefits to using spreadsheet modeling for financial management and valuation are undisputed in the world of finance. This module provides hands-on modeling experience that begins with construction of a basic financial model and ends with completion of a full-scale forecasted model with valuation components. This module provides practical modeling tips and techniques as well as valuation tools for valuing a company and determining the effects of mergers and acquisitions. Actual company financial statements are used. Event Contact: Marc Chierney Email: Marc.Cherney@nyif.com Telephone: +1 847 486 2137 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Core_Skills_Analyst_Program_-_Financial_Modeling/event1237 Sun, 15 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Core_Skills_Analyst_Program_-_Financial_Modeling/event1237 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/vDO5-OAP-Uk/event1122 Location: London, UK. Date:2009-11-16 00:00:00. A comprehensive seminar on pricing and managing second generation interest rate derivatives. What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace. This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Seminar groups are kept small and more than half of the course is devoted to practical workshops. The exercise answers include fully worked scenario spreadsheets containing relevant Excel functions and macros for participants to take away More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_2_-_2nd_Generation_Techniques/event1122 Sun, 15 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_2_-_2nd_Generation_Techniques/event1122 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/V5xTw45nd2c/event1253 Location: London, UK. Date:2009-11-16 00:00:00. What have previous delegates said about previous Counterparty Credit Courses? "Great course on everything I wanted to know about counterparty risk" - VP, KeyBank "Really extensive, practical and fun course on counterparty credit risk, great lecturer" - Managing director, CIBC world markets REQUEST A BROCHURE 10% Early Bird Discount Before October 1st 2009 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. Course highlights - Credit exposure and counterparty risk - How to price counterparty risk - Principals and practices of collateralization - Handling the problems of wrong-way credit risk - Credit derivatives and counterparty risk - Bilateral vs. multilateral netting - Why is there a need for a central counterparty (CPP)? - The advantages and disadvantages of a (CCP) Course methodology - Intensive but interactive and fun program - Completely up-to-date with all the recent developments on central clearing - Relevant case studies constantly updated from recent market events - Course highly customised depending on feedback from pre-course questionnaires - Pre-course and post-course reading provided - Simple ExcelTM implementations of models made available during and after the course Who should attend? - Derivative Structurers - Derivative Trading - Financial Engineers - Risk managers - Back Office and IT staff supporting the structured products group - Product Controllers and Risk managers - Counterparty Risk department - Credit Risk Management - Derivatives Counterparty Risk Trading - Legal Course Tutor Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University. http://www.moneyscience.com/calendar/Central_Clearing_and_Counterparty_Credit_Risk_with_Jon_Gregory/event1253 Sun, 15 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Central_Clearing_and_Counterparty_Credit_Risk_with_Jon_Gregory/event1253 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/fa5uL-0nvVU/event1239 Location: New York, USA. Date:2009-11-18 00:00:00. New York Institute of Finance, in conjunction with Wall Street Training, present the following course. Leverage buyouts (LBOs) are among the most risky and complex financial transactions and typically sets the floor or minimum valuation. In this course, learn how to build a leveraged buyout model. This is a highly complex and a very advanced modeling class and requires an absolute grasp of all basic and advanced accounting and financial concepts. Your finished LBO model will be a highly versatile and functional financial model able to capture and sensitize a great deal of inputs to project a realistic and more precise outcome. Build a fully integrated financial statement projection model with income statement projections, a self-balancing balance sheet, an automated cash flow statement and the balancing cash flow sweep/debt schedule. Emphasis is placed on the integration of the major financial statements and becoming experts in Excel. Build up to the complex LBO model by discussing an important review of the drivers of value in an LBO and recapitalization. Then construct a short, quick and dirty LBO analysis that incorporates all the major inputs and value drivers of an LBO transaction and provides an excellent condensed overview and introduction to LBO modeling. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Complex_LBO_Modeling___and__amp;_Enhancements/event1239 Tue, 17 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Complex_LBO_Modeling___and__amp;_Enhancements/event1239 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/OKyQghp1ffA/event1123 Location: London, UK. Date:2009-11-18 00:00:00. This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and the Merton and Gaussian approaches for estimation of probabilities. Who The Course is For - Traders and Dealing Room Staff - Risk Managers - Middle Office and Senior Managers - Investors - Quantitative Analysts, Financial Engineers and Systems Developers - Structured Products Desks, Product Controllers and Researchers - Loan Portfolio Managers and Fund Managers - Credit Analysts and Credit Risk Managers   More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Risk_Management_and_Modelling/event1123 Tue, 17 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Risk_Management_and_Modelling/event1123 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/p2VoXIJKNyE/event1269 Location: School of Engineering, University of Genoa, Italy. Date:2009-11-18 00:00:00. The School lectures are focused on the design of a fully-fledged agent-based computational model and on its use for macroeconomic policy design and analysis. A successful macroeconomic policy design requires the coordinated application of economic policy measures, e.g. fiscal and monetary strategies, knowledge exchange, R&D incentives etc. Dynamic stochastic general equilibrium (DSGE) simulations can make sophisticated extrapolations of past economic data, but do not capture the disaggregated out-of-equilibrium behaviour of the economic agents (households, firms, banks and governments) and the interactions between the real and the financial sectors, that led to the current economic crisis. Agent-based modelling techniques, which represent each individual or company by means of an ‘agent', can account for economic phenomena in a more realistic and complete way than DSGE simulations. The School aims to disseminate the scientific knowledge and the technological tools that were developed in the EU granted EURACE project (www.eurace.org) in order to develop a very large, policy-design oriented agent-based model of the European economy. The scientific focus is on modelling the emergence of global features as self-organized processes resulting from the interactions among many heterogeneous individuals. The technological focus consists of an introduction to the use of the powerful software framework developed in the EURACE project. This framework will enable the participants to set-up macro-economic agent-based models and to use them to perform economic simulations. Finally, the school will demonstrate how to use this powerful and innovative approach to investigate case studies related to European economy policy issues. TEACHING OBJECTIVES - To provide participants with new insights into Agent-based Computational Economics and to allow them to master the innovative EURACE software framework. - To train the students to perform "what-if" analyses and computational experiments pertaining to important European policy issues. - To put the students in contact with distinguished professors in the field and with other colleagues willing to share their achievements. - To organize a European network of young researchers on Agent-based Computational Economics. http://www.moneyscience.com/calendar/EURACE_Workshop_and_Winter_School_-_Agent-based_Modelling_and_Technologies_for_Economic_Policy_Design/event1269 Tue, 17 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/EURACE_Workshop_and_Winter_School_-_Agent-based_Modelling_and_Technologies_for_Economic_Policy_Design/event1269 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/-wRDr6waRDw/event1301 Location: Columbia University, New York City. Date:2009-11-20 00:00:00. Hosted by: The Center for Financial Engineering and The Center for Applied Probability (CAP) at Columbia University Friday, November 20th, 2009, Columbia University, New York City 9AM-6PM Location: URIS HALL, Room 142 Speakers: Michael Gordy (Federal Reserve) "Constant Proportion Debt Obligations: A Post-Mortem Analysis of Rating Models" Jakub Jurek (Princeton) "The Pricing of Investment Grade Credit Risk during the Financial Crisis" Michael Pykhtin (Federal Reserve) "Counterparty Credit Risk Modeling" Thomas Russo (Patton Boggs, former Vice-Chairman of Lehman Brothers) "The Regulation of Derivatives - Past, Present and Future" Vadim Linetsky (Northwestern) "Modeling Dependent Jumps: A Multivariate Time Change Approach" Nihat Altintas (Credit Suisse) "Execution Costs in Automated Trading" Robert Ferstenberg (Morgan Stanley) "Execution Risk" Ciamac Moallemi (Columbia University) "Cost of Latency" A light lunch will be provided, and a wine and cheese reception will be held at the end of the day. http://www.moneyscience.com/calendar/The_16th_Annual_Workshop_on_Derivative_Securities_and_Risk_Management__/event1301 Thu, 19 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/The_16th_Annual_Workshop_on_Derivative_Securities_and_Risk_Management__/event1301 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/Q1jx_DVzNIA/event1152 Location: Perth, Australia. Date:2009-11-23 00:00:00. A three day international conference featuring research papers related to the central theme of financial crises: causes, consequences and effects. Potential topics include but are not limited to: - Crisis topology – asset pricing bubbles, mispricing, contagion, counterparty risk, transparency. - Prediction of crises, indicators, risk measures, ratings, performance measures. - Market regulation, transparency, innovation, disclosure, liquidity, global regulation, governance issues. - Management of the crisis, monetary policy, guarantees, market distortions and spreads, implications for investment and superannuation. - Economic consequences, budgetary policy, targeted spending, fiscal implications, social implications, with special emphasis on the Australian and Western Australian economies. - Accounting issues, marking to market, fair values, accounting Implications. http://www.moneyscience.com/calendar/Financial_Crises:_Causes,_Characteristics,_and_Effects/event1152 Sun, 22 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Financial_Crises:_Causes,_Characteristics,_and_Effects/event1152 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/PEk6aqUV50A/event1124 Location: London, UK. Date:2009-11-25 00:00:00. The market for inflation derivatives and other index-linked products is growing rapidly. The programme covers the mechanics of the instruments, their valuation and how they can be used to take or hedge inflation exposure alone or embedded in other structures. Traders, risk managers, fund managers, project finance and structured finance practitioners, accountants, auditors, consultants and anyone interested in the use and operation of index linked securities and their derivatives.More than half of the seminar is devoted to practical small group sessions. These intensive exercises include simulations using Microsoft Excel or other industry standard software. Participants will be able to take away worked examples including a number of Excel functions and macros   More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Using_Inflation_Derivatives_in_Today's_Market/event1124 Tue, 24 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Using_Inflation_Derivatives_in_Today's_Market/event1124 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/mX9MVafJ6Gs/event1260 Location: London, UK. Date:2009-11-25 00:00:00. A practical 3-day programme providing a conceptual framework based on an intensive use of real world cases. Each case is covered step by step, encouraging interactive participation. The cases will cover the decision-making, documentation requirements, hedge effectiveness testing and accounting of a derivatives strategy during its whole life. All participants receive a copy of the "Accounting for Derivatives" book by Juan Ramirez. Who The Course is For - Financial managers - Treasurers - Derivatives accountants - Derivatives structurers and salespeople - Stock analysts - Derivatives middle-office More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Accounting_for_Derivatives_in_Practice/event1260 Tue, 24 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Accounting_for_Derivatives_in_Practice/event1260 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/RQCcKZICdws/event1175 Location: New York, USA. Date:2009-11-30 00:00:00. Taken as a suite, this five-day program provides students with the concepts and theories of mergers and acquisitions as well as the structuring of a deal through hands-on examination of the key components of a transaction. In addition, the Free Cash Flow module covers cash flow drivers, cost of capital, capital budgeting, and acquisition analysis using free cash flow - all important issues in merger and acquisition activity. The final day covers accounting topics specific to business combinations often excluded in general financial accounting courses. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Mergers_and_Acquisitions_Suite/event1175 Sun, 29 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Mergers_and_Acquisitions_Suite/event1175 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/qBjWNXB_WWg/event1173 Location: New York, USA. Date:2009-11-30 00:00:00. This program provides a comprehensive overview of the major facets of the industry and the skills engaged in executing transactions. The anatomy of a deal from inception to post-merger integration is covered. The workshop addresses theories underlying M&A, domestic and global transactions, as well as key legal and accounting issues. The program is designed to provide executives and professionals with an understanding of basic M&A principles and analysis grounded in the context of current market dynamics. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Mergers_and_Acquisitions_-_Concepts_and_Theories/event1173 Sun, 29 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Mergers_and_Acquisitions_-_Concepts_and_Theories/event1173 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/eVAxq2_hFOg/event1262 Location: London, UK. Date:2009-11-30 00:00:00. The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons learnt from the financial crisis. This will give participants the opportunity to apply new methodologies in a practical context for the current needs of the market. The course analyses techniques and structures for crucial points such as volatility and correlation modelling. It further investigates calibration techniques on market data, presents problematic scenarios and identifies appropriate solutions. The various pricing problems with real-world payoffs are examined and practical solutions are described. Volatility smile and skew are explored and captured with tractable dynamics and the introduction of stochastic volatility, analysing in practice the most recent stochastic volatility term structure models. Finally, how to deal with credit and liquidity risk in this framework is explained. More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/BGM_Market_Models_-_Advances,_Calibration,_Smile,_Pricing_/event1262 Sun, 29 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/BGM_Market_Models_-_Advances,_Calibration,_Smile,_Pricing_/event1262 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/k0aLRF55Im8/event1261 Location: London, UK. Date:2009-11-30 00:00:00. The credit derivative market has changed substantially in the last two years and an understanding of these instruments is integral to making sense of today's financial markets. This three-day course provides a comprehensive view of how modern credit derivatives are used for risk management, to create profitable opportunities through trading and arbitrage, and to create liquidity. A thorough analysis of the credit crisis, what went wrong and the future of credit derivatives will be considered. The course 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 addressing the various motivations and historical development of this market. Up to half of the seminar is devoted to small group sessions with practical exercises, case studies and simulations. Participants take away worked examples for use after the course. New Case Study: the evolving credit crisis and its implications for the future Understand why the "crunch" occurred and the role that credit derivatives played in the development of the situation and the various roles that credit derivatives will play in solving the crisis. - How credit derivatives can help financial market participants mitigate the effects and recover from the aftermath of recent volatility - How firms and investors are using credit derivatives to profit from turmoil in the credit markets and to mitigate their ongoing risks - Lessons learned for both the sell and buy sides in the credit markets - How the credit derivative markets and regulation are changing as a result - Exploration of how a similar crisis might occur again and how to be prepared More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Modern_Credit_Derivatives/event1261 Sun, 29 Nov 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Modern_Credit_Derivatives/event1261 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/Qeb_UVEsoiI/event1180 Location: New York, USA. Date:2009-12-02 00:00:00. This one-day workshop provides practical, hands-on examination of the key components of M&A transactions. While theoretical concepts are presented and discussed, the emphasis is on empirical methods of cash flow analysis, cost of capital, valuation, and financing structures. Excel is used during the workshop for quantitative analysis. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Mergers_and_Acquisitions_-_Structuring_the_Deal/event1180 Tue, 01 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Mergers_and_Acquisitions_-_Structuring_the_Deal/event1180 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/Rbbn96dlx3o/event1197 Location: Stamford, USA. Date:2009-12-03 00:00:00. In today's business world, it is vital for companies to understand the difference between net income and free cash flow. This course offers participants the knowledge and ability to use free cash flow as a business management tool to create value for shareholders. Participants learn why free cash flow is superior to net income in evaluating business performance, and how to use this metric to analyze current and future investment opportunities. Participants learn about the building blocks of free cash flow including net operating profit after taxes, invested operating capital, and the weighted average cost of capital. They also learn how to use free cash flow to make capital budgeting decisions and to quantify the value of acquisition opportunities. This course provides the free cash flow knowledge and tools that a business professional needs to compete effectively in an economy that is fast moving, and ever changing. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Free_Cash_Flow_-_A_Powerful_Decision-Making_Metric/event1197 Wed, 02 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Free_Cash_Flow_-_A_Powerful_Decision-Making_Metric/event1197 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/ebRD4rmRCvU/event1215 Location: New York, USA. Date:2009-12-04 00:00:00. In this intensive simulation, participants explore how treasurers use today's tools for measuring, reporting and managing treasury risks. Through a series of lectures, proficiency checks, case studies and the simulation, participants learn how to control interest rate and currency exposures in volatile markets, using a series of off-balance sheet hedging techniques. Topics include: Evaluation, measurement, reporting and management of market risks; Effective hedging of currency and interest rate exposures using off balance sheet products; Developing and implementing successful trading strategies in volatile exchange and money markets; Solving typical treasury management problems arising from day-to-day operations Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Global_Trader_Simulation/event1215 Thu, 03 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Global_Trader_Simulation/event1215 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/4jfavO9TWrM/event1184 Location: New York, USA. Date:2009-12-04 00:00:00. This one-day intensive course presents an analyst's approach to accounting for business combinations. The program’s objectives focus on the application of financial accounting and federal income tax principles for projecting earnings accretion/dilution and cash flows of the post-combination entity. Several of the items discussed are unique to accounting for business combinations and are typically excluded in other financial accounting courses. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Accounting_for_Mergers_and_Acquisitions/event1184 Thu, 03 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Accounting_for_Mergers_and_Acquisitions/event1184 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/P7hvnBvAh6c/event1271 Location: New Brunswick, New Jersey, USA. Date:2009-12-04 00:00:00. The themes of the conference are mathematical finance, computational finance, and partial differential equations. Invited Speakers Tomasz Bielecki, Illinois Institute of Technology Rene Carmona, Princeton University John Chadam, University of Pittsburgh Rama Cont, Columbia University Bruno Dupire, Bloomberg, LP Elton Hsu, Northwestern University Tom Hurd, McMaster University Andrey Itkin, Chicago Trading Company Ioannis Karatzas, Columbia University and INTECH Investment Management Peter Laurence, University of Rome Chris Rogers, Cambridge University Hao Xing, Boston University Friday, December 4, 2009 The Heldrich Hotel 10 Livingston Avenue New Brunswick, New Jersey 08901 http://www.moneyscience.com/calendar/Mathematical_Finance_and_Partial_Differential_Equations_Conference/event1271 Thu, 03 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Mathematical_Finance_and_Partial_Differential_Equations_Conference/event1271 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/TNxo8fUcEBM/event1144 Location: Cass Business School, London, UK. Date:2009-12-04 00:00:00. This is the first announcement and call for papers for the international conference on "Factor Models in Economics and Finance", to be held at Cass Business School on Friday and Saturday, 4 and 5 December 2009. Recent years have seen an increasing use in economics and finance of models employing large datasets, involving the estimation of large number of parameters. The severe computational problems that these models involve have partly motivated the huge body of contributions on stationary and non stationary panel data econometrics, and the important developments in financial econometrics to address the curse of dimensionality in modelling and testing financial volatility and risk. We encourage the submission of original papers (both theoretical and empirical) which will help to conduct estimation, testing and forecasting when large datasets are available. The conference is open to all those interested from academic and non-academic organisations. The conference will have several invited and contributed sessions to allow for a high-quality discussion between speakers and participants. Invited speakers: Yacine Ait-Sahalia (Princeton, USA) Jean-Marie Dufour (McGill, Canada) Chihwa Kao (Syracuse, USA) Lynda Khalaf (Carleton, Canada) Oliver Linton (London School of Economics) Marco Lippi (University of Rome, Italy) Massimiliano Marcellino (European University Institute, Italy) Hashem Pesaran (Cambridge, UK) Lucrezia Reichlin (London Business School, UK) Peter Robinson (London School of Economics, UK) Farshid Vahid (Australian National University, Australia) Sponsors: - Cass Higher Education Innovation Fund (Knowledge Transfer) to Research Centres; - Centre for Econometric Analysis http://www.moneyscience.com/calendar/Factor_Models_In_Economics_and_Finance/event1144 Thu, 03 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Factor_Models_In_Economics_and_Finance/event1144 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/b9rcyLrH3cM/event1192 Location: New York, USA. Date:2009-12-07 00:00:00. In this program, participants develop their expertise in one of the most rapidly growing areas in international finance. Derivative instruments describe the basics of swaps, caps, floors, forward rate agreements, captions and swaptions. This program explores hedging from both a micro and macro perspective, sophisticated off-balance sheet activities and their effect on bank capital standards, and mastering pricing, including direct versus synthetic pricing. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Derivatives_Suite_-_Strategies,_Trading_and_Valuation/event1192 Sun, 06 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Derivatives_Suite_-_Strategies,_Trading_and_Valuation/event1192 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/0zT4pf1Lhp4/event1189 Location: New York, USA. Date:2009-12-07 00:00:00. Participants gain a broad perspective of both futures and forwards markets, and understand the important role they play in the world economy. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Forwards_and_Futures_-_December/event1189 Sun, 06 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Forwards_and_Futures_-_December/event1189 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/K4x43-WBY3k/event1182 Location: New York, USA. Date:2009-12-07 00:00:00. In this one-day workshop, participants will learn the essentials of exotic option definitions, terminology, payoff profiles, applications and valuation. A review of the classification, typical users, benefits, risks and uses will be followed by a detailed study of four important types of options: Binary, Barrier, Asian, and Lookback options. The Binomial Pricing Model will be explained and the used by participants to price options. Attendees must be Excel proficient. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Exotic_Options_-_Essentials,_Applications_and_Valuations/event1182 Sun, 06 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Exotic_Options_-_Essentials,_Applications_and_Valuations/event1182 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/zntVUGCF8pI/event1125 Location: London, UK. Date:2009-12-07 00:00:00. In current market conditions a rigorous approach to risk management is essential. This programme applies some of the latest econometric and data handling techniques to practical problems faced daily by organisations operating in the capital markets. The course is highly relevant to anyone analysing or interpreting financial market data. Who The Course is For - Traders - Risk Managers - Strategists - Consultants - Middle and Senior Managers   More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Modelling_Financial_Risk/event1125 Sun, 06 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Modelling_Financial_Risk/event1125 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/vuNef-0niE4/event1129 Location: Costa Rica. Date:2009-12-07 00:00:00. The EURO Working Group on Financial Modelling was founded in September 1986 in Lisbon. The primary field of interest for the Working Group can be described as "financial models that help to solve problems faced by financial decision makers in the firm, intermediaries and the investment community". From this the following objectives of the Working Group are distinguished: - Providing an international forum for exchange of information and experience on financial modelling; - Encouraging research in financial modelling (new techniques, methodologies, empirical studies, software, etc.); - Stimulating and strengthening the interaction between financial economic theory and the practice of financial decision making; - Cooperating and exchanging information with other universities and financial institutions throughout Europe. http://www.moneyscience.com/calendar/44th_Euro_Working_Group_on_Financial_Modelling_meeting/event1129 Sun, 06 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/44th_Euro_Working_Group_on_Financial_Modelling_meeting/event1129 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/pNBr_xManXw/event1200 Location: New York, USA. Date:2009-12-08 00:00:00. Through a series of lectures, exercises and case studies, students learn the basic terminology, products, strategies, and techniques that spell success in the options market regardless of market environment. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Options_Markets_I/event1200 Mon, 07 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Options_Markets_I/event1200 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/rqeMklwqN9s/event1126 Location: London, UK. Date:2009-12-08 00:00:00. Modern finance portrays investment decision-making as rational choice. However, pure rationality does not describe how many decisions are truly made. This course examines (1) the behavioural strategies that amateur and expert investors rely upon to make decisions, (2) the structure and speculative dynamics of returns in world equity markets (from a psychological perspective), and (3) the practical implications of behavioural finance. The course includes a discussion of common psychological errors such as wishful thinking, extrapolation bias, tunnel vision, inertia, lack of self-discipline and emotional distortion. More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Behavioural_Finance_and__Equity_Investment_Strategies/event1126 Mon, 07 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Behavioural_Finance_and__Equity_Investment_Strategies/event1126 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/ZaGJQQqE7yA/event1225 Location: New York, USA. Date:2009-12-09 00:00:00. This course follows on from the NYIF Hedge Fund course but examines in greater detail the investment strategies of hedge funds and the related world of funds of hedge funds and their application. Participants who attended the hedge fund program will experience some overlap of the basic material. However, they should be prepared for a more in-depth and quantitative examination of the various hedge fund strategies including managed futures. This is an intermediate level course on hedge funds and not intended for those who have extensive experience working for, or with, hedge funds. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Advanced_Hedge_Funds_and_Topics/event1225 Tue, 08 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Advanced_Hedge_Funds_and_Topics/event1225 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/hX4Hf8tmNsU/event1204 Location: New York, USA. Date:2009-12-09 00:00:00. Building on the knowledge gained in Options Market I, participants use case studies and market scenarios to drill down further into strategy. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Options_Markets_II/event1204 Tue, 08 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Options_Markets_II/event1204 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/2mKpvkiJvZY/event1079 Location: London, UK. Date:2009-12-09 00:00:00. 15% 'Early Bird' Discount before October 15th 20% Discount for first 5 delegates 9 - 11 December, 2009 London, UK The goal of this three-day intensive hands-on course is to learn those advanced features in C++ that are of direct relevance to writing and extending applications for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost libraries to allow you to create robust and flexible applications. We develop the contents of the course by discussing important C++ language features, using OOP and GP models to write clean and effective code. We also discuss how to improve the performance of your application. In all cases, the examples and test cases are based on finance experience. This is one of the few courses (in our opinion) that focuses on the application of C++ to quantitative and computational finance. It is a practical course for practitioners. To participate in this course, you need to bring your own laptop computer with a C++ compiler (ideally Microsoft's Visual Studio or GNU GCC for example) Participants may do the Datasim C++ examinations free of charge Course Highlights - Advanced C++ syntax and its application - Template classes and the Standard Template Library (STL); boost - Combining the object-oriented and generic programming paradigms - The famous Gamma (GOF) design patterns applied to QF - Interfacing to Excel: COM Add-ins - Creating applications: Monte Carlo, Finite Difference methods Further Information Course Overview Download a Brochure About the speaker Daniel J. Duffy has BA (Mod), MSc and PhD degrees, all of which in mathematics and numerical analysis. He has been working with numerical methods on finance, industry and engineering since 1979. He has written four books on numerical methods and C++ for quantitative finance and he has developed a number of new schemes for this field as well as more than 20 years of training experience. http://www.moneyscience.com/calendar/Advanced_C_plus_plus_for_Computational_Finance_with_Daniel_Duffy/event1079 Tue, 08 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Advanced_C_plus_plus_for_Computational_Finance_with_Daniel_Duffy/event1079 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/lTJNAUxCSqE/event1208 Location: New York. USA. Date:2009-12-10 00:00:00. This course covers the basic structure of swaps, their characteristics and features and examines the pricing and risks associated with this derivative instrument. Event Contact: Katy Rahe Email: katy.rahe@nyif.com Telephone: +1 212 641 6616 SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D16%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'512'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '336', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params);Get this widget! http://www.moneyscience.com/calendar/Swaps_I/event1208 Wed, 09 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Swaps_I/event1208 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/o4QIxroEaE8/event1264 Location: London, UK. Date:2009-12-10 00:00:00. New market conditions have changed forever the way in which managers need to think about complex risk. In this course we look at lessons from the recent financial crisis and how to avoid explosions of risk from illiquid and complex products during times of financial stress. Lessons learned call for a re-assessment of tools available for the management of exotic risk. More than ever, it is necessary for managers to gain a handle on complexity and understand the most common mistakes made by traders and financial engineers when they model and hedge exotic structures. This workshop will explore through practical real-life examples and PC-based exercises strategies and techniques for robustly managing these risks on a day to day basis. Presented by Simon Acomb. Who The Course is For - Trading floor managers - Risk managers - Traders, managers of trading desk - Structured product teams, financial engineers - Middle office, product control - Quantitative researchers, model validation and control - Bank and corporate treasury managers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Exotic_Risk_for_Senior_Managers/event1264 Wed, 09 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/Exotic_Risk_for_Senior_Managers/event1264 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/kj6_T6wuwhE/event1135 Location: Las Vegas, Nevada. Date:2009-12-12 00:00:00. The program committee of the Financial Research Association seeks new finance papers of general interest to the profession. We specifically seek new papers that do not have a "revise-resubmit" journal decision and have not been presented or scheduled to be presented at the Western Finance Association meeting or the American Finance Association meeting. The selection process is very competitive. Last year's acceptance rate was under 3.8%. All papers will be presented by a discussant, after which the authors will have an opportunity to respond. The association will present the Michael J. Barclay Award to the Ph.D. student who submits the best solo-authored paper. This student will receive reimbursed airfare (up to $400), hotel, and registration. http://www.moneyscience.com/calendar/The_2009_Financial_Research_Association_Meeting_/event1135 Fri, 11 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/The_2009_Financial_Research_Association_Meeting_/event1135 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/cwutqzOweBI/event1132 Location: Nagasaki, Japan. Date:2009-12-12 00:00:00. The 5th International Conference on Asian Financial Markets invites you to submit a paper for presentation hosted by the Forum on Issues Surrounding the Business in East Asia, Nagasaki University, Japan. The Conference welcomes empirical research papers on financial issues on Asian countries and markets. http://www.moneyscience.com/calendar/The_5th_International_Conference_on_Asian_Financial_Markets/event1132 Fri, 11 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/The_5th_International_Conference_on_Asian_Financial_Markets/event1132 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/JGhbD87Yq0I/event1130 Location: Sydney, Australia. Date:2009-12-16 00:00:00. The School of Banking and Finance at the Australian School of Business is pleased to launch the 2009 annual Australasian Finance and Banking Conference and would like to invite all academics and practitioners to participate. The conference is the most prestigious finance conference in the Asia-Pacific region, and brings together the world's foremost leaders of thought from the financial community. http://www.moneyscience.com/calendar/The_22nd_Australasian_Finance_and_Banking_Conference/event1130 Tue, 15 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/The_22nd_Australasian_Finance_and_Banking_Conference/event1130 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/JFeQWgQUqfI/event1143 Location: Berlin, Germany. Date:2009-12-17 00:00:00. The aim of the workshop is to bring together academic researchers and practitioners to promote and exchange ideas in the field of macroeconometric modelling. Presentations are scheduled for the first two days. The participants of the workshop are also invited to attend the DIW End-of-the-Year Summit, December 18-19. Contributions should apply modern time series or paneleconometric techniques to macroeconomic problems, where the economics of the euro area are particularly important. An extended abstract (about 300 words) or preferably a full length article with JEL classification should be submitted to Christian Dreger (cdreger@diw.de) in doc or pdf format. The deadline for submission is October, 20. Authors of accepted contributions will be notified by November, 15. Young economists are especially encouraged to present their work to an experienced audience. Participants have to register prior to the conference. A non-refundable conference fee of 110 euro has to be paid until November, 30. The fee includes coffee and lunches on both days, as well as two conference dinners. http://www.moneyscience.com/calendar/DIW_Berlin_Macroeconometric_Workshop/event1143 Wed, 16 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/DIW_Berlin_Macroeconometric_Workshop/event1143 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/Uplp_wFw4JA/event1133 Location: Paris, France. Date:2009-12-17 00:00:00. The traditionnal annual Paris finance international meeting is organized by AFFI (French Finance Association) and EUROFIDAI (European Financial Data Institute), and jointly sponsored by CDC Institute for Economic Research, CNRS, Fondation Banque de France pour la Recherche en Economie Monétaire, Financière et Bancaire and Ministère de l'Enseignement Supérieur et de la Recherche. All researchers in finance are invited to present in English their latest research in all areas of finance and insurance. http://www.moneyscience.com/calendar/7th_Paris_Finance_International_Meeting/event1133 Wed, 16 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/7th_Paris_Finance_International_Meeting/event1133 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/MK3JlqZeo7I/event1142 Location: Aarhus, Denmark. Date:2009-12-18 00:00:00. CREATES, School of Economics and Management, Aarhus University, Denmark, is pleased to host the 2009 (EC)² conference. The conference theme is Real Time Econometrics and will focus on forecasting, issues related to data revisions, and the econometric analysis of high-frequency data. Theoretical and applied contributions are invited and we particularly welcome contributions that relate the global financial crisis to the theme of the conference. We expect the program to have about 20 plenary presentations and a number of poster presentations. http://www.moneyscience.com/calendar/The_2009_(EC)-squared_Conference/event1142 Thu, 17 Dec 2009 16:00:00 -0800 http://www.moneyscience.com/calendar/The_2009_(EC)-squared_Conference/event1142 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/VYrEYoTrOak/event1153 Location: Las Angeles, USA. Date:2010-01-05 00:00:00. Organizing Committee Rene Carmona (Princeton University, Mathematics) Jaska Cvitanic (California Institute of Technology) Nicole El Karoui (École Polytechnique) George Papanicolaou (Stanford University) Eduardo Schwartz (University of California, Los Angeles (UCLA), Anderson) Ronnie Sircar (Princeton University) Thaleia Zariphopoulou (University of Texas at Austin, Departments of Mathematics and IROM) Scientific Overview This workshop will bring together accomplished experts, graduate students and young researchers interested in the most recent global developments of quantitative finance in both industry and academia. Experts will present state of the art topics in new developing areas of financial mathematics. The workshop will introduce young researchers and more accomplished mathematicians to two new and exciting fields of research: environmental emissions markets and mathematical models for financial markets. Among the many prestigious talks, two short courses will also be presented. Rene Carmona (Princeton University) will present a short course on the major challenge of the environment and the worldwide attempts to use financial markets to control emissions of green house gases in the most efficient way. Pierre-Louis Lions (Collège de France and Ecole Polytechnique) will also present a short course on agent-based models for financial markets. A poster session will be organized for PhD students to present their research, and special guests will join invited participants on a panel to discuss the state of the reformed financial markets and the role that mathematical education and academic research should play in this new arena. http://www.moneyscience.com/calendar/New_Directions_in_Financial_Mathematics/event1153 Mon, 04 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/New_Directions_in_Financial_Mathematics/event1153 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/SRTRbk0ZNQc/event1120 Location: London, UK. Date:2010-01-11 00:00:00. In a complicated financial world a detailed understanding of the application of quantitative techniques is essential. This course provides an in-depth coverage of practical quantitative methods important in today's financial markets. This course is charged and can be booked by the day. Select the days that meet your needs, or participate in the whole course for a thorough understanding of these important techniques. Who The Course is For Anyone who needs to understand a comprehensive set of tools for managing risk in the financial markets. The seminar will be of special interest to: - Risk managers - System developers - Traders and derivatives teams - Consultants and brokers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Implementing_Fundamental_Quantitative_Techniques/event1120 Sun, 10 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Implementing_Fundamental_Quantitative_Techniques/event1120 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/mbv1bhh2tnw/event1138 Location: Vallendar, Germany. Date:2010-01-13 00:00:00. The Campus for Finance - Research Conference was established in 2004 as part of the Campus for Finance - WHU New Year's Conference in order to discuss and foster the latest research on financial topics. Each year the authors of the best papers are invited to present their theories, while the best two papers are recognized with the WHU Finance Award and a prize money of 1000 EUR and 500 EUR, respectively. Due to the increasing number of submitted papers the Campus for Finance - Research Conference became a separate event and thus independent from the Campus for Finance - WHU New Year's Conference. http://www.moneyscience.com/calendar/Campus_for_Finance_-_Research_Conference/event1138 Tue, 12 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Campus_for_Finance_-_Research_Conference/event1138 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/_PfYGRq6cZs/event1141 Location: Tokyo, Japan. Date:2010-01-23 00:00:00. Thirty Years after "Macroeconomics and Reality" and Five Years after "Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy" This conference will serve as a forum for original research on recent developments in structural macroeconomic modeling. The organizers welcome submissions on a broad range of topics associated with macroeconomic modeling. Topics of interest include, but are not limited to: (1) Estimating structural models for policy simulation and forecasting (2) Non-linear estimation of structural models (3) Identifying structural shocks using either structural VAR or DSGE models (4) The importance of informational frictions in business cycles (5) Modeling financial frictions (6) Finance and macroeconomic links The keynote speakers will be Lawrence Christiano (Northwestern University) and Christopher Sims (Princeton University). All papers presented at the conference will be considered for publication in a special issue of the Journal of Economic Dynamics and Control. http://www.moneyscience.com/calendar/Frontiers_in_Structural_Macroeconomic_Modeling/event1141 Fri, 22 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Frontiers_in_Structural_Macroeconomic_Modeling/event1141 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/F1dx1-oBiKs/event1274 Location: London, UK. Date:2010-01-25 00:00:00. Foreign Exchange exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market. Delegates are entitled to a 30% discount on Uwe's book, FX Options & Structured Products More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/FX_Exotic_Options/event1274 Sun, 24 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/FX_Exotic_Options/event1274 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/ohlcR_Tpd_E/event1272 Location: London, UK. Date:2010-01-25 00:00:00. A comprehensive seminar on pricing and managing second generation interest rate derivatives. What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace. This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Seminar groups are kept small and more than half of the course is devoted to practical workshops. The exercise answers include fully worked scenario spreadsheets containing relevant Excel functions and macros for participants to take away. More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_2_-_Second_Generation_Techniques/event1272 Sun, 24 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_2_-_Second_Generation_Techniques/event1272 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/jGy5ylRwT-Q/event1273 Location: London, UK. Date:2010-01-27 00:00:00. This course explains in detail the broad range of convertible securities and associated applications and trading strategies. Participants will undertake a series of workshops to explain the key ideas including pricing convertible bonds, the incorporation of credit risk, calculating Greeks and simulating trading strategies. Exercises and pricing models are implemented using Excel functions and macros and participants will be able to take away all worked examples. Who The Course is For - Traders - Credit and equity risk managers - IT - Middle office - Quantitative researchers - Hedge funds - Portfolio managers - Structured products desk - Debt capital markets staff More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Convertible_Bonds_and_Securities/event1273 Tue, 26 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Convertible_Bonds_and_Securities/event1273 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/GRB7Bdb0rZg/event1275 Location: London, UK. Date:2010-02-01 00:00:00. Mathematics is at the heart of financial techniques, but many finance texts and courses assume a lot of prior knowledge. This programme aims to bridge the gap between mathematical theory and financial practice by providing a practical and visual approach to the most useful theories and methods. Calculations will be fully explained, and Excel spreadsheets will be used as a supporting resource to provide further examples. More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Maths_Refresher/event1275 Sun, 31 Jan 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Maths_Refresher/event1275 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/wqmtgwjKuQE/event1276 Location: London, UK. Date:2010-02-03 00:00:00. After marginal loans are closed and funded there is usually an opportunity for the loan officer to observe warning signs to prevent those loans from becoming classified or even going into bankruptcy. This course provides a strong analytical foundation so delegates can set up an effective “Early Warning System” for prospective borrowers and loans already in the portfolio. This workshop is a banker’s survival guide that explores the dynamics of troubled companies from the perspective of the new credit environment and increasing regulatory requirements – that is, bankers providing their own methodology for success that is punctuated with real-world examples reinforced with the newest tools available in the banking industry. Participants will take away all worked examples with models. Who The Course is For - Officials responsible for handling problem loans at the bank - Credit analysts and Credit risk managers - Portfolio managers - Head of problem loan restructuring - Head of loan desk - Accountants - Head of distressed debt trading - Central bankers and regulators More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Problem_Loan_Management_-_Navigating_the_Financial_Crisis/event1276 Tue, 02 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Problem_Loan_Management_-_Navigating_the_Financial_Crisis/event1276 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/jrXGkZzAYK4/event1277 Location: London, UK. Date:2010-02-08 00:00:00. In current market conditions an understanding of the key econometrics principles is essential to risk management. This programme introduces the main concepts in econometrics that are needed to understand and manipulate data sets and basic models to tackle practical problems faced daily by organisations operating in the capital markets. The course is highly relevant for anyone who wishes to increase their understanding of analysing or interpreting financial market data. Who The Course is For - Traders - Risk Managers - Strategists - Consultants - Middle and Senior Managers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Data_Analysis_for_Risk_Management/event1277 Sun, 07 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Data_Analysis_for_Risk_Management/event1277 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/yCrovW8CPVk/event1278 Location: London, UK. Date:2010-02-17 00:00:00. This course explains and develops the ideas and models for collateral management and the measurement and quantification of counterparty risk. The ideas are built up sequentially and workshops are used to develop the key ideas including margin calculations, estimation of haircuts, credit exposure and pricing counterparty risk. Participants will be able to take away all worked examples and additional exercises and models implemented using Excel functions and macros. Who The Course is For - Credit traders and credit officers - Risk managers and credit risk practitioners - Structurers and salespeople - IT - Middle office - Senior management - Quantitative researchers - Product control - Portfolio managers - Operations / Collateral management More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Counterparty_Risk_and_Collateral_Management/event1278 Tue, 16 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Counterparty_Risk_and_Collateral_Management/event1278 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/pn8lY95AMO0/event1281 Location: London, UK. Date:2010-02-22 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.   More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Advanced_Mathematics_-_Financial_Tools_and_Applications/event1281 Sun, 21 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Advanced_Mathematics_-_Financial_Tools_and_Applications/event1281 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/TW7URnlC8_8/event1252 Location: London, UK. Date:2010-02-22 00:00:00. "Thanks for a great course on credit derivatives. I learned so much in such a short time!" - delegate, DEXIA bank "Really excellent course from an expert in the field" - delegate, BlackRock REQUEST A BROCHURE 10% 'Early Bird' Discount Before January 18th 2010 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.Course highlights - Calculating implied default probabilities - Pricing credit default swaps (CDS) - A history of credit portfolio models - A critical examination of the advantages and disadvantages of base correlation - Current practical thinking on CDO pricing - How to develop credit models in light of the credit crisis Course methodology - Intensive but interactive and fun program - Relevant case studies constantly updated from recent market events - Course highly customised depending on feedback from pre-course questionnaires - Pre-course and post-course reading provided - Simple ExcelTM implementations of models made available during and after the course Who should attend? - Quantitative analysts - Risk managers - Credit risk department - Financial engineers - Credit officers - Credit traders - Structurers - Fund and portfolio managers Course Tutor Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University. http://www.moneyscience.com/calendar/Pricing_Credit_Derivatives_and_the_Credit_Crisis_with_Jon_Gregory/event1252 Sun, 21 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Pricing_Credit_Derivatives_and_the_Credit_Crisis_with_Jon_Gregory/event1252 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/TgB4Px7hRMM/event1136 Location: Las Vegas, Nevada. Date:2010-02-24 00:00:00. Members and friends of the Midwest Finance Association are invited to join us at our 59th Annual Meeting. Papers on any topic related to finance will be considered. You are also invited to volunteer to participate as discussants, session chairs, reviewers and members of the program committee. The Flamingo Las Vegas http://www.Flamingolasvegas.com, has anchored the Las Vegas Strip since they started rolling dice in 1946. This self-contained casino and resort offers everything an adventurous vacationer could want; including a Wildlife Habitat and a 15-acre Caribbean-style water playground. Set on the famous four corners of Las Vegas Boulevard and Flamingo Road, this hotel combines heart-pounding Las Vegas excitement with hospitality and service that's second to none. The Flamingo is only minutes from McCarran International Airport which is served by all major carriers. Program Highlights - Distinguished Scholar Address: Thursday, 25 February 2010: Richard Roll, Professor and Japan Alumni Chair in Finance, UCLA. - Distinguished Scholar Address: Friday, 26 February 2010: Laura Starks, Professor and Charles E. and Sarah M. Seay Regents Chair in Finance, University of Texas-Austin http://www.moneyscience.com/calendar/Midwest_Finance_Association_Annual_Meeting/event1136 Tue, 23 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Midwest_Finance_Association_Annual_Meeting/event1136 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/QrKVOuHhwcA/event1279 Location: London, UK. Date:2010-02-25 00:00:00. The current explosion of activity in commodity markets - expressed by the amount of capital flowing into this asset class and the remarkable growth of hybrids, structured notes and commodities indexes - makes this course essential for all those needing a thorough and detailed understanding of both spot and derivative transactions. The programme will cover fundamental issues such as volume risk, mean-reversion, the forward curve, and the theory of storage. Plain-vanilla and exotic options on commodities will be analysed, as well as a real options approach to energy physical assets. Lastly, different ways of investing in commodities will be presented and discussed, as well as the virtues of holding commodity baskets to diversify a portfolio and hedge against inflation. Delegates are entitled to a 30% discount on Professor Geman's book, "Commodities and Commodity Derivatives: Modelling and Pricing for Agriculturals, Metals and Energy". Who The Course is For - Commodity traders - Hedge fund managers - Investment bankers - Energy company risk managers - Insurance companies More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Commodities_and_Commodity_Derivatives/event1279 Wed, 24 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Commodities_and_Commodity_Derivatives/event1279 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/WsUufdHMytI/event1284 Location: London, UK. Date:2010-03-01 00:00:00. A comprehensive seminar on the design, use and pricing of structured products. This course explains how the products are constructed, hedged and applied in live situations. Practical workshops illustrate the details of product design and use. They provide participants with the confidence that stems from a solid understanding of the current frameworks for pricing and applying exotic options. Who The Course is For - Structured Products Desks, Financial Engineers, Product Controllers - Traders, Dealing Room Staff and Sales People - Risk Managers, Quantitative Analysts and Middle Office Managers - Fund Managers, Investors, Senior Managers - Researchers and Systems Developers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Structured_Products_-_Design,_Pricing_and_Implementation/event1284 Sun, 28 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Structured_Products_-_Design,_Pricing_and_Implementation/event1284 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/EYnaObajtws/event1283 Location: London, UK. Date:2010-03-01 00:00:00. Terminology, procedures, models and applications related to the latest real-estate derivatives will be covered in this course. The first day is dedicated to forwards and futures and to the introduction of a new type of modelling based on mean-reverting models with nonlinear trend. Day two covers total return swaps and options pricing and risk calculations based on value-at-risk and expected shortfall measures. Who The Course is For The course is useful for property investment desks and houses, risk managers that have to deal with this array of new derivatives, product control and model validation teams, hedge fund participants aiming at trading on the nascent real-estate derivatives markets, traders, research and policy departments. More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Property_Derivatives/event1283 Sun, 28 Feb 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Property_Derivatives/event1283 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/XXMId-KF-5Q/event1285 Location: London, UK. Date:2010-03-04 00:00:00. The use of Probability theory in financial modelling can be traced back to the work on Bachelier at the beginning of last century with advanced probabilistic methods being introduced for the first time by Black, Scholes and Merton in the seventies. The modern financial quantitative analysts make use of sophisticated mathematical concepts, such as martingales and stochastic integration, in order to describe the behaviour of the markets or to derive computing methods. Who The Course is For Quantitative analysts, financial engineers, researchers, risk managers, structurers, market analysts and product controllers. Past participants have included: Chief investment officers, Asset Managers, Strategists, Private Banks, Relationship Managers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Intermediate_Mathematics_-_Understanding_Stochastic_Calculus/event1285 Wed, 03 Mar 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Intermediate_Mathematics_-_Understanding_Stochastic_Calculus/event1285 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/L3cWNceBMYU/event1286 Location: London, UK. Date:2010-03-08 00:00:00. Understanding the role of economic indicators which determine market performance is an essential skill in the context of an increasingly sophisticated and complex financial marketplace. This course identifies the information that really matters and provides an insight into how best to interpret the increasing wealth of data now available. Who The Course is For This programme is for anyone who needs to appreciate the relevance of economic statistics to the financial markets including: - Traders - Corporate treasurers - Investment and risk managers - Consultants - Sales people More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/The_Impact_of_Economic_Data_on_Financial_Markets/event1286 Sun, 07 Mar 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/The_Impact_of_Economic_Data_on_Financial_Markets/event1286 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/DinfH-dN2sQ/event1254 Location: London, UK. Date:2010-03-08 00:00:00. "Fantastic course with a perfect balance between theory and practice" - Executive Director, Morgan Stanley "So good to have such an expert as tutor" - Delegate, West LB REQUEST A BROCHURE A practical and intensive course with an internationally renowed speaker covering the applications, trading and valuation of credit default swaps and related credit derivative instruments. Course highlights - Overview of the uses and applications of credit default swaps (CDS) - Anatomy of the CDS market - Trading CDS - Description of CDS linked products (CLNs, TRS, asset swaps) - Thorough overview of credit indices - Mechanics of CDS trading - How to compute default probabilities from CDS markets - CDS counterparty risk Course methodology - Intensive but interactive and fun program - Relevant case studies constantly updated from recent market events - Course highly customised depending on feedback from pre-course questionnaires - Pre-course and post-course reading provided - Simple ExcelTM implementations of models made available during and after the course Who should attend? - Credit risk - Risk managers - Product control - Portfolio managers - Derivatives traders - Structurers and salespeople - Legal and compliance - Operations Course Tutor Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University. http://www.moneyscience.com/calendar/Credit_Default_Swaps_and_the_Credit_Crisis_with_Jon_Gregory/event1254 Sun, 07 Mar 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/Credit_Default_Swaps_and_the_Credit_Crisis_with_Jon_Gregory/event1254 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/SrwoQGZg1og/event1287 Location: London, UK. Date:2010-03-10 00:00:00. The BGM Libor and Swap Market Models are the last generation of financial models for interest rate derivatives, with an importance in pricing and hedging financial products that has grown in the recent market turmoil. Discover new developments and cutting edge techniques in Libor and Swap Market Models. This in-depth course reviews foundations and illustrates the latest advances, including lessons learnt from the financial crisis. This will give participants the opportunity to apply new methodologies in a practical context for the current needs of the market. The course analyses techniques and structures for crucial points such as volatility and correlation modelling. It further investigates calibration techniques on market data, presents problematic scenarios and identifies appropriate solutions. The various pricing problems with real-world payoffs are examined and practical solutions are described. Volatility smile and skew are explored and captured with tractable dynamics and the introduction of stochastic volatility, analysing in practice the most recent stochastic volatility term structure models. Finally, how to deal with credit and liquidity risk in this framework is explained. Who The Course is For - Exotic Products Managers (pricing strategy development) - Quantitative Analysts - QA Managers - Fixed Income Managers - Interest Rate Derivatives Managers & Teams - Managers of Financial Engineering - Portfolio Managers - Traders - Risk Managers or Directors More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/BGM_Market_Models_-_Calibration,_Smile,_Pricing_and_Advances/event1287 Tue, 09 Mar 2010 16:00:00 -0800 http://www.moneyscience.com/calendar/BGM_Market_Models_-_Calibration,_Smile,_Pricing_and_Advances/event1287 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/8hh2E4s6yDw/event1289 Location: London, UK. Date:2010-03-18 00:00:00. A comprehensive seminar on pricing and managing second generation interest rate derivatives. What used to be called exotic interest rate derivatives are now commonplace and an essential part of the financial marketplace. This intensive seminar is for anyone who wishes to be able to use, price, manage, market or evaluate standard second generation interest rate derivatives such as Constant Maturity Swaps and Quantos. Seminar groups are kept small and more than half of the course is devoted to practical workshops. The exercise answers include fully worked scenario spreadsheets containing relevant Excel functions and macros for participants to take away. Who The Course is For This course is designed for anyone who wishes to be able to price, use and manage second-generation interest rate derivatives: - Quantitative Analysts - Risk Managers - Financial Engineers - Traders and Structurers - Researchers and others who manage interest rate risk More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_2:_Second_Generation_Techniques/event1289 Wed, 17 Mar 2010 17:00:00 -0700 http://www.moneyscience.com/calendar/Interest_Rate_Derivatives_2:_Second_Generation_Techniques/event1289 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/x7S7UCJMImw/event1250 Location: London, UK. Date:2010-03-22 00:00:00. "Excellent! It made what is a very tough subject enjoyable and much easier to follow" - delegate, UniCredit "Informative course which was practical and great fun" - delegate, APC investments 10% 'Early Bird' Discount Before March 1st 2010 REQUEST A BROCHURE A practical and intensive course covering exotic options and structured products and the financial engineering behind their uses, valuation and trading. Course highlights - Comprehensive description of the structured products universe - Option pricing theory and practice - Hedging and risk management implications of working with structured products - Thorough overview of all types of structured products in the interest-rate, foreign-exchange, equity, commodity and credit markets - Trading and risk management of structured products - Structured products and the credit crisis Course methodology - Intensive but interactive and fun program - Relevant case studies constantly updated from recent market events - Course highly customised depending on feedback from pre-course questionnaires - Pre-course and post-course reading provided - Simple ExcelTM implementations of models made available during and after the course Who should attend? - Derivative Structurers - Derivative Trading - Treasury - Fund & Investment Managers - Financial Engineers - Risk managers - Back Office and IT staff supporting the structured products group - Product Controllers and Risk managers Course Tutor Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University. http://www.moneyscience.com/calendar/Options_and_Structured_Products_with_Jon_Gregory/event1250 Sun, 21 Mar 2010 17:00:00 -0700 http://www.moneyscience.com/calendar/Options_and_Structured_Products_with_Jon_Gregory/event1250 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/MKTV4o5Cf_A/event1290 Location: London, UK. Date:2010-03-24 00:00:00. This course introduces and applies advanced models for the pricing of equity derivatives. The objective of the workshop is to develop a solid understanding of the current frameworks for pricing equity derivatives and to give participants the mathematical and practical background necessary to apply the various pricing methodologies to the market. Delegates are entitled to a 30% discount on Schoutens's book, Lévy Processes in Finance: Pricing Financial Derivatives Who The Course is For - Quantitative analysts - Risk managers - Fund managers - Financial engineers - Researchers - Credit managers - Accountants - Corporate and financial consultants - Treasury managers - Portfolio managers - Venture Capital executives More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Equity_Derivatives_-_Advanced_Models/event1290 Tue, 23 Mar 2010 17:00:00 -0700 http://www.moneyscience.com/calendar/Equity_Derivatives_-_Advanced_Models/event1290 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/DVycaXaIpTQ/event1128 Location: Paris, France. Date:2010-03-25 00:00:00. http://www.moneyscience.com/calendar/The_3rd_Financial_Risks_Forum_on___and__quot;Risk_Dependencies__and__quot;/event1128 Wed, 24 Mar 2010 17:00:00 -0700 http://www.moneyscience.com/calendar/The_3rd_Financial_Risks_Forum_on___and__quot;Risk_Dependencies__and__quot;/event1128 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/RH6jlYjGL5A/event1291 Location: London, UK. Date:2010-04-12 00:00:00. Over the past two decades increased changes in the complexity of financial products and increasing computational capacity has meant that Monte Carlo methods have become the mainstay of any financial engineer's toolkit. This course illustrates how Monte Carlo can be used in modern finance for both pricing and risk management purposes. The course uses a combination of theoretical sessions with practical computer demonstrations and exercises to give delegates hands-on experience. Recent innovations are discussed including variance reduction techniques and quasi-random numbers to improve computational efficiency, using copulae for multi-variate problems, application of likelihood ratio methods to compute greeks, and methods for applying early exercise within a Monte Carlo framework. Theoretical concepts are demonstrated by practical applications to a range of different stochastic processes including both stochastic volatility and jumps. Techniques using Monte Carlo to sample extreme events are discussed with risk management applications to VaR and Counterparty risk. Presented by Simon Acomb. More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Numerical_Techniques_1_-_Monte_Carlo_Simulation/event1291 Sun, 11 Apr 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Numerical_Techniques_1_-_Monte_Carlo_Simulation/event1291 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/47rHRONH8GA/event1292 Location: London, UK. Date:2010-04-14 00:00:00. 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 More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Equity_Derivatives_-_Valuation_and_Management/event1292 Tue, 13 Apr 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Equity_Derivatives_-_Valuation_and_Management/event1292 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/8rUMJcvTqsg/event1251 Location: London, UK. Date:2010-04-19 00:00:00. "Great perspective on financial risk management, the best and most useful piece of education in my business life" - delegate NIBC bank "Great up to date course with lots of practical examples" - Vice President, Swiss Re 10% Early Bird Discount Before March 1st 2010 REQUEST A BROCHURE 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. Course highlights - What has the recent financial crisis taught us about risk management? - The many applications of value at risk in finance - Define VAR and explain how it is used to quantify risk - Measure Value at Risk using various methods - The benefits and drawbacks of value at risk - Understand the benefits of stress testing as a complement to value-at-risk Course methodology - Intensive but interactive and fun program - Relevant case studies constantly updated from recent market events - Course highly customised depending on feedback from pre-course questionnaires - Pre-course and post-course reading provided - Simple ExcelTM implementations of models made available during and after the course Who should attend? - Risk managers - Credit officers - Traders - Structurers - Fund and portfolio managers - Middle office Course Tutor Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University. More Courses from MoneyScience and John Gregory http://www.moneyscience.com/calendar/Value-at-Risk_with_Jon_Gregory/event1251 Sun, 18 Apr 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Value-at-Risk_with_Jon_Gregory/event1251 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/ibix6LCEOzw/event1294 Location: London, UK. Date:2010-04-26 00:00:00. The objective of this course is to develop a solid understanding of the current framework for modelling and pricing credit derivatives. Participants will gain the mathematical and practical background necessary to apply the various models in the market and will learn about recent advances in the field. Who The Course is For - Quantitative analysts - Risk managers - Financial engineers - Researchers - and others who are involved in credit risk modelling in the capital markets More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Quantitative_Techniques_for_Credit_Derivatives/event1294 Sun, 25 Apr 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Quantitative_Techniques_for_Credit_Derivatives/event1294 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/W9bkqEZVMjw/event1293 Location: London, UK. Date:2010-04-26 00:00:00. This intensive and participative 2-day programme covers the key elements of asset-backed securities and in particular mortgage backed securities. Terminology, procedures, models and applications of ABS concepts will be included along with the latest products used for hedging the risks and for developing new markets. The first day will cover the risk factors, prepayment models and measures of risk sensitivity while day two will deal with advanced structured instruments such as balance guaranteed swaps, and equity release mortgages. Who The Course is For - Risk Managers - Portfolio Managers - Hedge Fund Managers - Structured Product Desks, Product Controllers and Researchers - Rating agencies involved with mortgage backed securities More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Asset-Backed_Securities_-_Assessment_and_Management_of_Risk/event1293 Sun, 25 Apr 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Asset-Backed_Securities_-_Assessment_and_Management_of_Risk/event1293 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/N90s2ns_yq8/event1270 Location: Cass Business School, London. Date:2010-04-30 00:00:00. Plenary Speakers Helyette Geman, Professor of Finance at Birkbeck, University of London & ESCP Europe Elyes Jouini, Distinguished Professor, Universite de Paris-Dauphine Dilip Madan, Professor of Finance at the Robert H. Smith School of Business, University of Maryland William Perraudin, Chair in Finance, Imperial College Business School Organisers Ales Cerny, Stewart Hodges and Radu Tunaru Recognising the importance of developing suitable models for measuring and managing risk in incomplete financial markets this conference will bring together the latest theories and numerical methods in a range of applications. The aim is to create a strong path from theory to practical valuation and hedging. The last decade has experienced considerable theoretical development that has not been transferred to practice. This conference is the appropriate forum to bridge the gap and also to highlight some of the current challenges faced by the industry where the latest models could make a difference. http://www.moneyscience.com/calendar/Hedging_the_Unhedgeable_-_Current_Developments_in_Valuation_and_Hedging_in_Incomplete_Markets_/event1270 Thu, 29 Apr 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Hedging_the_Unhedgeable_-_Current_Developments_in_Valuation_and_Hedging_in_Incomplete_Markets_/event1270 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/OB9K-mBzHJQ/event1255 Location: London, UK. Date:2010-05-03 00:00:00. "An absolutely perfect mixture of theory and practice. By far the best course I've attended" - delegate, Dresdner Kleinwort. "Great practical course, very knowledgeable and enthusiastic lecturer" - ESSDAR capital, DUBAI REQUEST A BROCHURE 10% Early Bird Discount Before March 1st 2010 A practical and intensive 2 day course with an internationally renowned expert covering the use of capital structure models for modelling balance sheet behaviour and their extension to default modelling and capital structure trading. Course highlights - Balance sheet analysis - Comprehensive description of capital structure models - Practical extensions of the Merton approach : KMVTM and CreditGradesTM - Default probability estimation - Credit modelling within a structural model - Pricing convertible bonds and convertible arbitrage - Capital structure arbitrage and trading strategies linked to capital structure Course methodology - Intensive but interactive and fun program - Relevant case studies constantly updated from recent market events - Course highly customised depending on feedback from pre-course questionnaires - Pre-course and post-course reading provided - Simple ExcelTM implementations of models made available during and after the course Who should attend? - Credit traders - Fund and portfolio managers - Risk managers - Credit risk department - Financial engineers - Credit officers Course Tutor Dr Jon Gregory is a popular speaker and consultant specialising in credit risk and credit derivatives. He was Global Head of Credit Analytics at Barclays Capital until 2008, and before that he worked for BNP Paribas and Salomon Brothers. Jon has worked on many aspects of credit modelling over the last decade and in addition to publishing a number of significant papers on the pricing of credit risk and related topics, he is co-author of the book "Credit:The Complete Guide to Pricing, Hedging and Risk Management". This was short-listed for the Kulp-Wright Book Award for the most significant text in the field of risk management and insurance. Jon holds a PhD from Cambridge University. http://www.moneyscience.com/calendar/Capital_Structure_Trading_with_Jon_Gregory/event1255 Sun, 02 May 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Capital_Structure_Trading_with_Jon_Gregory/event1255 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/IXlMwHrIYxY/event1256 Location: Slovenia. Date:2010-05-03 00:00:00. Slovenia, 3rd May - 9th May 2010 Organised by: The University of Ljubljana, Faculty of Mathematics and Physics, Ljubljana, Slovenia and The Institute of Mathematics, Physics, and Mechanics, Ljubljana, Slovenia Location: Hotel Golf, Bled, Slovenia Official Website: Amamef 2010 Information and Assistance: Anamef2010@uni-lj.si Organizing Committee: - Tomaz Kosir - Aleksandar Mijatovic - Matjaz Omladic - Christoph Schwab AMaMeF is a research program of the European Science Foundation Plenary speakers include: - Ole E. Barndorff-Nielsen, University of Aarhus, Denmark - Fred Benth, University of Oslo, Norway - Marc Davis, Imperial College London, United Kingdom - Hans Foellmer, Humboldt University, Berlin, Germany - Lane Hughston, Imperial College London, United Kingdom - Jean Jacod, Univesite Paris VI, France - Claudia Klueppelberg, Munich University of Technology, Germany - Damien Lamberton, Universite de Marne-la-Vallee, France - Dilip B. Madan, University of Maryland, USA - Giulia Di Nunno, University of Oslo, Norway - Bernt Oksendal, University of Oslo, Norway - Walter Schachermayer, University of Vienna, Austria - Christoph Schwab, ETH Zurich, Switzerland - Halil Mete Soner, Koc University, Istanbul, Turkey, and ETH Zurich, Switzerland as of 2010 - Lukasz Stettner, Polish Academy of Sciences, Warsaw, Poland - Nizar Touzi, Ecole polytechnique, France - Michele Vanmaele, Ghent University, Belgium [Externalrss-mseventnotices-titles-rssl-6-30][Externalrss-quantevents-titles-rssr-6-30] [RandomProduct-174] http://www.moneyscience.com/calendar/The_Fifth_General_Conference_on_Advanced_Mathematical_Methods_in_Finance/event1256 Sun, 02 May 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/The_Fifth_General_Conference_on_Advanced_Mathematical_Methods_in_Finance/event1256 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/Nm9UKo9XMvk/event1298 Location: London, UK. Date:2010-05-19 00:00:00. The course starts by providing an understanding of how to estimate volatility and the consequences of the various ways of describing volatile asset prices. This leads into sessions on the application of a range of standard volatility derivatives such as VIX futures and options and volatility swaps. The final part of the programme covers the treatment of volatility in the more popular stochastic volatility models used in the industry such as SABR and Heston and provides insights into the most relevant approaches to modelling volatility under current market conditions. Presented by Simon Acomb and Dr. Ser-Huang Poon. Who The Course is For - Derivative traders - Fund managers, fund of funds - Structured product teams - Private wealth managers - Risk managers and regulators - Finance directors - Research analysts - Bank and corporate treasury managers More Training from London Financial Studies SpringWidgetsRSS ReaderThis widget is the staple of our platform. Read all your feeds right here with this one widget - Supported feeds are OPML, RSS, RDF, ATOM. Watch your favorite Podcast in the embedded Video Player on the Desktop or publish your own video playlist to your site for others to view!var flashVars = {param_param:'http%3A%2F%2Fwww.moneyscience.com%2Ffeeds.php%3Ft%3Dcalendar%26id%3D13%26format%3Drss', param_style_borderColor:'0x000000', param_style_brandUrl:'', param_compactView:'true', param_blurbLength:'50'};var params= {wmode:'transparent', quality:'high', allownetworking:'all', allowscriptaccess:'always', allowfullscreen:'true', bgcolor:'0x000000'};swfobject.embedSWF('http://downloads.thespringbox.com/web/wrapper.php?file=RSS Reader.sbw', 'springwidgets_23', '600', '300', '8.0.0', 'http://downloads.thespringbox.com/web/expressInstall.swf', flashVars, params); http://www.moneyscience.com/calendar/Volatility_-Trading_and_Managing_Risk/event1298 Tue, 18 May 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Volatility_-Trading_and_Managing_Risk/event1298 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/LBSx-do9vTw/event1063 Location: The Institute of Physics, 76 Portland Place, London, UK. Date:2010-06-02 00:00:00. Request a Brochure 2-4 June , 2010 The Institute of Physics 76 Portland Place, London, UK This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project. He will examine the practical problems that arise when implementing the LIBOR market model to price exotic interest rate derivatives. Each issue will be discussed at theoretical, practical and coding levels. The solution of these using QuantLib classes will be the focus of the course. We will see how QuantLib provides a free easily-extendible implementation that achieves rapid pricing and sensitivity computation, and stable calibration to the market; whilst being able to cope with path-dependence, discontinuous pay-offs and early exercise features. Day 1 - Basics and Calibration - Why market models and theoretical underpinnings. - Achieving a speedy Monte Carlo implementation: drift computation, drift approximation, accelerating convergence, latest implementations of Sobol, randomised QMC, delta hedging as an accelerator QuantLib classes: MarketModelEvolver, LogNormalFwdRatePc, LogNormalFwdRateIpc, LogNormalCotSwapRatePc, LMMDriftCalculator, NormalFwdRatePc, BrownianGenerator, SobolRsg - Calibration: time homogeneity, correlation structures, the pseudo-square root as a fundamental building block, stable simultaneous calibration to caplets and swaptions, period mismatches, QuantLib classes: MarketModel, SwapForwardMappings, FwdToCotSwapAdapter, CotSwapToFwdAdapter, PiecewiseConstantAbcdVariance, CTSMMCapletCalibration, CTSMMCapletMaxHomogeneityCalibration, capletSwaptionPeriodicCalibration Day 2 - Early Exercise and Greeks - Pricing products with early exercise features, obtaining lower bounds. Working with cancellables, least-squares method. Anderson’s method. Orthogonalization, adaptive basis functions, double regression, sub-optimal points, practical policy iteration. QuantLib classes: NodeData, collectNodeData, MarketModelExerciseValue, LongstaffSchwartzExerciseStrategy, MarketModelBasisSystem, MarketModelParametricExercise, genericLongstaffSchwartzRegression - Upper bounds for callable products. QuantLib classes: UpperBoundEngine - Greek computation: partial proxy simulation, the conditional analytic and adjoint methods. - Market Greeks as opposed to model Greeks. QuantLib classes: ConstrainedEvolver, LogNormalFwdRateEulerConstrained, PathwiseAccountingEngine, PathwiseVegasAccountingEngine, MarketModelPathwiseMultiProduct Day 3 - CRAs, Skew and Smiles - Fitting callable range accruals into the LMM. - Interpolation methodologies. - Using displaced diffusion to achieve skew. QuantLib classes: how existing classes already include Displaced Diffusion - Using Heston stochastic volatility to obtain smile: Monte Carlo implementation QuantLib classes: SVDDFwdRatePc, MarketModelVolProcess, SquareRootAndersen - Analytic approximations of the stochastic vol LMM, calibration, SABR and the LMM QuantLib classes: possible ways to extend to encompass these cases   Comments about our Previous Event - "Great Interactivity" - "Relevant and timely coverage of recent developments" - "Very Practical" - "Relaxed, Broad coverage" *Attending our March 2008 event: Implementing the LIBOR Market Model About the Speaker Mark Joshi obtained a B.A. in mathematics from the University of Oxford in 1990, and a Ph.D. in pure mathematics from the Massachusetts Institute of Technology in 1994. He was an Assistant Lecturer in the department of pure mathematics and mathematical statistics at Cambridge University from 1994 to 1999. Following which he worked for the Royal Bank of Scotland from 1999 to 2005 as a quantitative analyst at a variety of levels, finishing as the Head of Quantitative Research for Group Risk Management. He joined Melbourne University in November 2005 as an Associate Professor. Mark's book "The Concepts and Practice of Mathematical Finance," CUP 2003 has become a standard introductory text in the area, and his other book "C++ Design Patterns and Derivatives Pricing," CUP 2004, has also proved popular. He has published twenty pure mathematics papers, as well as writing over twenty papers on financial mathematics, many of which deal with the practical aspects of implementing market models. Further Information Dates: 3 Days - 2 - 4 th June 2010 Venue: Institute of Physics, London, UK Cost: £2600 inc. VAT Request a Brochure http://www.moneyscience.com/calendar/Pricing_exotic_interest_rate_derivatives_-_The_LIBOR_Market_Model_in_QuantLib_with_Mark_Joshi/event1063 Tue, 01 Jun 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/Pricing_exotic_interest_rate_derivatives_-_The_LIBOR_Market_Model_in_QuantLib_with_Mark_Joshi/event1063 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/GBYGq2ZmezY/event1139 Location: University of the Aegean, Samos, Greece. Date:2010-06-03 00:00:00. The Department of Statistics & Actuarial – Financial Mathematics of the University of the Aegean is pleased to host the 6th Samos Conference in Actuarial Science and Finance, to be held on Samos,on June 3-6, 2010. This event, jointly organized with the Katholieke Universiteit Leuven, the Université Catholique de Louvain and the Københavns Universitet, provides a forum for state-of-the-art results and the latest advances in the area of actuarial science and finance. The meeting is open to people from Universities, Insurance Companies, Banks, Consulting Firms or Regulatory Authorities, interested in actuarial-financial mathematics. Topics : 1. Modeling Catastrophic Risks in Insurance and Finance (Chair, Holger Drees). 2. Risk Measures in Non-Life Insurance and Portfolio Management (Chair, Zinovyi Landsman). 3. Risk and Stochastic Control (Chair, Soeren Asmussen). 4. Financial Risk Management (Chair, Thaleia Zariphopoulou). 5. Modelling Dependence in Multivariate Risk (Chair, Gena Samorodnitsky). 6. Life, Health, and Pension Insurance (Chair, Mogens Steffensen). http://www.moneyscience.com/calendar/6th_Conference_in_Actuarial_Science_and_Finance/event1139 Wed, 02 Jun 2010 16:00:00 -0700 http://www.moneyscience.com/calendar/6th_Conference_in_Actuarial_Science_and_Finance/event1139 http://feedproxy.google.com/~r/moneyscience-events-calendar/~3/3vGZEogw2SI/event1067 Location: SAP LABS, Palo Alto, CA, USA. Date:2013-05-09 18:30:00. SAP LABS, Building 1, 3410 Hillview Avenue, Palo Alto, CA Presented by Michael Bowles, Independent Consultant The 45% drop in the US equity markets has caused even stalwart to question the wisdom of the “buy and hold” strategy. But rule-based approaches for deciding when to buy or sell suffer the same problem. Sometimes they work and sometimes they don’t. In this presentation, Dr Mike Bowles will show how familiar data-mining tools can be used to derive a robust algorithmic trading system. A simple rule-based approach trend-following system will serve as a starting point. We’ll look at that system’s characteristics and then employ a neural net to predict which of the system’s trades should be taken and which ones should be skipped. We’ll see that this significantly improves the performance of the trading system (Sharpe’s ratio of 1.6 to Sharpe’s ratio 3.6). This example will illustrate one way in which data mining tools have proven useful to practitioners of quantitative finance. About the Speaker Michael Bowles is self employed writing and deploying fully automated trading systems. These systems blend traditional and modern mathematical and machine learning techniques to achieve robustness while being completely algorithmic. Michael has also founded two successful Silicon Valley startups and worked as senior scientist and project manager at Hughes Aircraft Satellite Division. He held the C. Start Draper Chair in Aeronautical Engineering at MIT subsequent to earning his ScD in signal processing from MIT. He also holds an MBA from UCLA where he concentrated in finance and new venture initiation. See also http://www.linkedin.com/in/mikebowles http://www.moneyscience.com/calendar/Using_Neural_Nets_to_Enhance_Rule-Based_Trading_Systems_in_Quantitative_Finance/event1067 Thu, 09 May 2013 10:30:00 -0700 http://www.moneyscience.com/calendar/Using_Neural_Nets_to_Enhance_Rule-Based_Trading_Systems_in_Quantitative_Finance/event1067