Free Courses Now Available!
- XVA Master Class by Massimo Morini: #1 - Introduction
- XVA Master Class by Massimo Morini: #2 - CSA Discounting and Multicurve
- A Look at QuantLib Usage and Development by Luigi Ballabio
- Algorithmic Differentiation (AD) for Computational Finance: Introduction by Uwe Naumann
- ADI Schemes for Pricing Options under the Heston model by Karel in't Hout
- Modern Interest Rates with Collateral, Funding and Credit Risk (Part 1) by Marco Bianchetti
- Counterparty Risk and Funding (Part 1) by Stéphane Crépey
- Advanced Equity Derivatives (Part 1) by Oliver Brockhaus
- Bitcoin: the Distributed Public Ledger Revolution and the Future of Money by Ferdinando M. Ametrano
- Theory and Practice for the FVA by Alexander Antonov
- Contingent Capital Explained (Part 1) by Wim Schoutens
- Liquidity Risk Management (Part 1) by Antonio Castagna & Francesco Fede
- Pricing Derivatives in the New Framework: OIS Discounting, CVA, DVA and FVA by Luis Manuel García Muñoz
- Matlab – An Introduction for Financial Applications with Jörg Kienitz
- R in Finance by Joris Meys
- 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
Published date
Wednesday, 10 September, 2025