G2002G IBM Algorithmics Foundations of RiskScript

Il centro presenta a continuazione il programma pensato per migliorare le tue competenze e permetterti di realizzare gli obiettivi stabiliti. Nel corso della formazione si alterneranno differenti moduli che ti permetteranno di acquisire le conoscenze sulle differenti tematiche proposte. Inscriviti per poter accedere alle seguenti materie.

The course is delivered through a number of mediums, including product demonstrations, instructor-led exercises and self-paced hands-on practice.

• Introduction and course agenda
• Introduction to RiskScript
• Macros
• Hands-on Exercise: Load input data, set up stress room, and generate reports
• State Procedures
• Hands-on Exercise: Develop state procedure for revolving product term
• Curve Functions
• Hands-on Exercise: Develop reverser floater curve base on given securities

• Review of material covered on Day 1
• Pricing Functions
• Hands-on Exercise: Develop pricing function for Clean THEO/Value
• Aggregation Functions
• Hands-on Exercise: Generate report based on given aggregation key
• Simulation Expressions
• Hands-on Exercise: Calculate THEO/Value based on user requirements
• Wrap-up

Dotazione:
Each participant will have a station set up with operating systems and software needed for the exercises.