Learning Tracks
Karel in't Hout
Interest Rate Modelling: ADI Schemes for Pricing Options under the Heston model
£99.00
Massimo Morini
Interest Rate Modelling: Modern Interest Rate Modelling with Collateral, Funding and Credit (Part 2)
£99.00
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- Courses
- Machine Learning, AI & Data Science
- Python for Data Science and Artificial Intelligence by Paul Bilokon
- Big Data, High-Frequency Data, and Machine Learning with kdb+/q by Jan Novotny & Paul Bilokon
- Data Science for Finance: Quantitative Trading Strategies by Nick Firoozye
- Data Science for Finance: Algorithmic Trading Strategies by Nick Firoozye
- Programming Languages
- 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
- 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
- Managing Bank Treasury and ALM during the Coronavirus Stress Impact by Professor Moorad Choudhry
- Fintech
- 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
- Equity Modelling
- Monte Carlo
- Contingent Convertibles
- Machine Learning, AI & Data Science
- Conferences
- The 3rd ESG & Climate Risk in Quantitative Finance Conference, 10th-12th May 2022
- The 17th Quantitative Finance Conference, 17th-19th November 2021
- The 4th Interest Rate Reform (Ibor Transition) Conference, 19th - 21st October 2021
- The 2nd ESG & Climate Risk in Quantitative Finance Conference, 5th-7th October 2021
- The Quantitative Finance Conference - Spring Edition, 22nd – 30th March 2021
- ESG & Climate Risk in Quantitative Finance Conference, 15th – 19th March 2021
- The 3rd Interest Rate Reform (Ibor Transition) Conference, 22nd – 26th February 2021
- The 16th Quantitative Finance Conference, 16th – 20th November 2020
- The 3rd Women in Quantitative Finance Conference, 2nd – 6th November 2020
- The 2nd Interest Rate Reform (Ibor Transition) Conference, 13th - 17th July 2020
- The 4th Women in Quantitative Finance Conference, 14th - 18th June 2021
- Certificates
- The Machine Learning Institute Certificate in Finance (MLI), Starts 10th October
- The BTRM Certificate of Bank Treasury Risk Management (BTRM), Starts 4th October
- The Artificial Intelligence Finance Institute (AIFI) Summer Bootcamp: Starts August 7th
- The Quantitative Developer Certificate (QDC), Starts 12th October
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