Market Consistent & Real World Calibration Training
Dates
- Next date to be confirmed
Overview
In this training day, delegates will gain an understanding of iESG Calibrations. During the day delegates will be able to discuss the methodologies used by Barrie & Hibbert in both target setting and parameter fitting. The course also includes descriptions and demonstrations of the standard Barrie & Hibbert calibrations tools.
As this course is both practical as well as theoretical, and includes hands on exercises to allow delegates the opportunity to practise their skills in a series of hands-on exercises, it is delivered in a classroom format with each delegate having access to one of Barrie & Hibbert’s training laptops.
Attendance Prerequisite knowledge:
Delegates will be best placed to maximise the training if they meet the following basic criteria:
- Experience of using the iESG or
- Previous attendance of the Barrie & Hibbert iESG User training.
Syllabus:
- Yield Curve Fitting
- Interest Rate Market Price of Risk
- Swaption Volatility
- Real Rates
- Credit Calibration
- Equity Volatility Calibration (Market Consistent & Real World)
To book a place on any of the courses or for any other training related queries please contact