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  • Webinars
    • AAD: Retrofitting AAD to Your Existing C++ Library Using Tape Compression by Alexander Sokol
    • Distributed Ledgers for Financial Markets by Massimo Morini
    • Interest rates: Mixing The SABR For Negative Rates: Analytical Arbitrage-Free Solution by Dr. Alexander Antonov
    • XVA: MVA and Capital Efficiency: Accurate Dynamic SIMM Simulation via AAD by Justin Chan
    • XVA: Chebyshev Spectral Decomposition for Ultra-efficient Risk Calculations by Ignacio Ruiz
    • XVA: Efficient MVA via Dynamic SIMM Simulation by Ignacio Ruiz
    • XVA: Need for Speed: Technology Challenges for OTC Derivatives by Andrew Green
    • XVA: Need for Speed: Technology Solutions for OTC Derivatives by Ignacio Ruiz
    • XVA: Rethinking Margin Period of Risk by Alexander Sokol
    • XVA: The Black Art of FVA by Claudio Albanese
  • Learning Tracks
    • Data Science for Finance: Algorithmic Trading
      • Data Science for Finance: Quantitative Trading Strategies by Nick Firoozye
      • Data Science for Finance: Algorithmic Trading Strategies by Nick Firoozye
    • Programming Languages
      • Python for Data Science and Artificial Intelligence by Paul Bilokon
      • A Look at QuantLib Usage and Development by Luigi Ballabio
      • Python for Finance by Yves J. Hilpisch
      • Advanced C++ Design and Implementation in Quantitative Finance by Nick Webber
      • F# and Functional Programming in Finance by Tomas Petricek
      • Matlab – An Introduction for Financial Applications with Jörg Kienitz
      • Mathematica / UnRisk by Michael Aichinger
      • R in Finance by Joris Meys
      • Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann
    • Fundamental Review of the Trading Book
      • Fundamental Review of the Trading Book by Christian Schmaltz
    • Interest Rate Modelling
      • Advanced Interest Rate Modelling (Part 1) by Pat Hagan
      • Advanced Interest Rate Modelling (Part 2) by Pat Hagan
      • Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
      • Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini
      • ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
      • Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord
    • Risk Management
      • Theory and Practice for the Simulation of Credit Risk by Norddine Bennani
      • Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede
      • Liquidity Risk Management (Part 2) by Antonio Castagna
      • Bank ALCO Governance and Process Best-Practice by Moorad Choudhry
      • Bank Internal Funds Transfer Pricing and Asset-Liability Management by Moorad Choudhry
      • Bank Liquidity Risk Management by Moorad Choudhry
      • Bank Strategic Asset-Liability Management by Moorad Choudhry
    • Fintech
      • Bitcoin: the Distributed Public Ledger Revolution and the Future of Money by Ferdinando M. Ametrano
      • QuanTech Conference Videos
    • XVA & Counterparty Risk
      • XVA Master Class by Massimo Morini
      • Theory and Practice for the FVA by Alexander Antonov
      • Counterparty Risk and Funding: A Tale of Two Puzzles by Stéphane Crépey & Tomasz R. Bielecki
      • Counterparty Risk and Funding (Part 1) by Stéphane Crépey
      • Counterparty Risk and Funding (Part 2) by Stéphane Crépey
      • Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz
      • Valuation Adjustments: Pricing and Risk by Andrea Prampolini
      • Collateral Optimization in Light of Credit Risk Regulation and Clearing by Dmitry Pugachevsky
      • Counterparty Risk, CVA and Basel III by Harvey Stein
      • Long Term Portfolio Simulation for CVA, Funding, Limits, and Capital by Alexander Sokol
    • Inflation Modelling
      • Understanding Inflation and Inflation-Linked Products by Brice Benaben
    • Equity Modelling
      • Advanced Equity Derivatives (Part 1) by Oliver Brockhaus
      • Advanced Equity Derivatives (Part 2) by Oliver Brockhaus
    • Monte Carlo
      • Monte Carlo Simulation in Finance (Part 1) by Jörg Kienitz
      • Monte Carlo Simulation in Finance (Part 2) by Jörg Kienitz
    • Contingent Convertibles
      • Contingent Capital Explained (Part 1) by Wim Schoutens
      • Contingent Capital Explained (Part 2) by Jan De Spiegeleer
  • Events
    • Frankfurt: Machine Learning in Finance Workshop, 27th - 28th February
    • London: Big Data, High-Frequency Data, and Machine Learning with kdb+/q. 7th - 8th March
    • London: The 8th XVA Conference, 13th - 15th March
    • London: The 3rd Machine Learning & AI in Quantitative Finance Conference, 20th - 22nd March
  • Certificates
    • The Machine Learning Institute Certificate in Finance (MLI)
    • The Artificial Intelligence Finance Institute (AIFI)
    • Distributed Ledger Technology in Finance Certificate (DLT)
    • The BTRM Certificate of Bank Treasury Risk Management (BTRM)
  • Subscriptions

Interest Rate Modelling

Interest Rate Modelling
  • Advanced Interest Rate Modelling (Part 1) by Pat Hagan
  • Advanced Interest Rate Modelling (Part 2) by Pat Hagan
  • Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
  • Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2) by Massimo Morini
  • ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
  • Pricing Options via Fourier Inversion & Simulation of Stochastic Volatility Models by Roger Lord
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