Models and Quantitative Techniques
Dates
- Next date to be confirmed
Overview
In this training day, delegates are exposed to the model theory underpinning the Barrie & Hibbert ESG. You should expect to gain an in-depth understanding of the stochastic asset models used and their implementation within the ESG. This course also covers some of the most common technical questions arising from Monte-Carlo implementation of stochastic models.
This course is delivered in presentation format with ample opportunity for discussion.
Attendance Prerequisite knowledge:
Delegates will be best placed to maximise the training if they meet the following basic criteria:
- A strong understanding of financial economics and derivatives pricing theory including Risk Neutral Pricing.
- A rudimentary understanding of stochastic calculus.
Syllabus:
Understanding the theory, strengths and weaknesses of Barrie & Hibbert model choices in:
- Interest rate & Inflation modelling
- Equity modelling
- Credit
- Foreign Exchange
Exposure to some common issues relating to interpreting Monte-Carlo Output.
Technical Frequently Asked Questions.
To book a place on any of the courses or for any other training related queries please contact