Thursday 8 January 2009
 
Training Pages
Member Login Forgotten Password? 
User name
Password
Remember me Login »
Litesearch for 26,151 Courses: Exact phrase
any word
Smartsearch »            Help »



<<Back

 

Advanced Modelling Topics

  
University of Oxford CPD - Maths Finance - 4 days - Intermediate - Public - £1250.00 (includes materials, lunch, refreshments)
Leads to qualification(s): certificate of attendance
Send A Message

Description and objective: Credit risk and credit derivatives: default risk, hazard rate, stochastic hazard rate, market process models for credit rating, hedging default risk.
Value at Risk: variance-covariance method, delta-gamma method, interest rate risk, currency rebasing of volatilities and correlations, statistical tools.
Copula: Skalar's theorem, measures of association, copulas used in credit risk modelling.
Pricing and Hedging in Incomplete Markets: Arbitrage pricing and risk neutral measures, fundamental theorems of asset pricing
 

Contact University of Oxford CPD - Maths Finance

Phone +44 (0)1865 286940 When calling be sure to mention Training Pages
Fax+44 (0)1865 286940

Send a Message

Training Pages can send your message straight to the company.
Your name:
Email address
Phone
Optional
Subject Re: Advanced Modelling Topics
Your message
Remember to include your postal address if requesting brochures or other material

Categories

 •Finance > Regulatory and risk > Treasury and Risk Management


Back to Top
Home | Join | Feedback | Contact Us | SmartSearch | Hotlist | Recent Visits | SearchSaver | Advertise | Links | Help
 © Training Pages, 2002-2007. Site use subject to our Terms and Conditions and Privacy Policy.
Training Pages is a division of Ecube Limited. Registered office 1.23 Plaza 535, Kings Road, London SW10 0SZ. Company Number: 3839310. VAT Registration No. 75908879.