Market Consistent & Real World Calibration Training
Dates
- TBC
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 .(JavaScript must be enabled to view this email address)