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Implementing Fundamental Quantitative Techniques

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.

Course Objectives

To provide practitioners with a practical understanding of how a range of tools can be used to manage, analyse and price financial instruments. Participants will study:

  • Principal components
  • Duration and the impact of convexity
  • Methods of interpolation, their uses and limitations
  • Regression techniques
  • Implementing Monte Carlo simulations
  • Binomial and trinomial tree building
  • How to model assets and price derivatives in continuous time
Recommend to a Colleague
  • Date:
  • Venue:
  • Central London
  • Fee:
  • £1225 per day

This course is also available in New York Time Zone

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

Prior Knowledge

Basic understanding of financial markets and probability (covered in Maths Refresher).


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