Corso attualmente non disponibile
Financial Engineering
Corso
A Mendrisio ()
Hai bisogno di un coach per la formazione?
Ti aiuterà a confrontare vari corsi e trovare l'offerta formativa più conveniente.
Descrizione
-
Tipologia
Corso
Descrizione This course provides a thorough grounding in the specific tools used in the industry practice to evaluate and hedge derivative products, relying on no-arbitrage trees and the methods of calibration of the yield curve.
Opinioni
Successi del Centro
Tutti i corsi devono essere aggiornati
La media delle valutazioni dev'essere superiore a 3,7
Più di 50 opinioni degli ultimi 12 mesi
8 anni del centro in Emagister.
Programma
This course provides a thorough grounding in the specific tools used in the industry practice to evaluate and hedge derivative products, relying on no-arbitrage trees and the methods of calibration of the yield curve.
By the end of the course, the students will be familiar with a variety of topics, including the pricing of interest rate derivatives based on (i) implied binomial trees and (ii) Arrow-Debreu state prices, and (iii) the modeling of exotic products through calibration methods relying on SABR models—the workhorse of brokerage houses operating in over-the-counter markets. These methods are developed both in discrete and continuous time.
The source for this course is a comprehensive set of lecture notes, tutorials and case studies, based on Chapters 10 and 11 of Antonio Mele´s Lectures on Financial Economics available online from www.antoniomele.org.
Hai bisogno di un coach per la formazione?
Ti aiuterà a confrontare vari corsi e trovare l'offerta formativa più conveniente.
Financial Engineering