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| 3. |  [ID=195609]Foreign Exchange — Exotic Options by Professor Uwe Wystu |
| 27 Oct 2008 → 29 Oct 2008; London, United Kingdom |
| weblink: http://www.wbstraining.com/php/events/showevent.php?id=136 |
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| 4. | [ID=197339]Oil and Gas Finance – for Non-Financial Managers |
| 03 Nov 2008 → 07 Nov 2008; London, United Kingdom |
| abstract: This five day course is designed to bring up to speed non-Financial Managers by strengthening their financial skills and understanding of concepts such as business finance cycle, CAPEX, OPEX or Financial Key Performance Indicators. The course will empower participants who will be better prepared to be active players in corporate planning, budgeting, contributing to investment decisions and controlling the costs of operational management. The course uses lecture format with interaction, group work and case studies. Participants will have different expertise in the oil and gas industry and wish to understand more about finance. This programme seeks to provide that increased level of financial awareness against the background of a ‘Business Person’ approach. It has been developed after repeated delegate requests to enlarge the 2 day module of the Oil and Gas Mini MBA module into a much needed finance course for non-financial managers. |
| weblink: http://www.thecwcgroup.com/train_detail_home.asp?TID=12 |
| contact: CWC School for Energy Limited Regent House, Oyster Wharf, 16-18 Lombard Road SW11 3RF London Großbritannien Frau Barri Sassa; phone: (+44 20 7978 0074) |
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| 5. | [ID=195795]Pricing Exotic Interest Rate Derivatives: The LIBOR Market Model in QuantLib |
| 25 Feb 2009 → 27 Feb 2009; London, United Kingdom |
| weblink: http://www.moneyscience.com/Events_Noticeboard/article558 |
| related subject(s): Application Software |
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| 6. | [ID=201943]Second IMA Conference in Computational Finance - Modelling Under Severe Market Conditions |
| 13 Mar 2009; De Morgan House, London , United Kingdom |
| organizer: The Institute of Mathematics and its Applications (IMA) |
| abstract: Recent market events have caused financial engineers, traders and risk managers to re-examine the fundamental assumptions of financial mathematics and to question their validity in times of high volatility and severe market conditions. For example, high grade assets have recently seen their price fall as a result of forced sell-offs and lack of prospective buyers. The presence of such exogenous illiquidity in financial modelling has resulted in assets, whose default risk is essentially zero, to have an implied probability of default higher than that of assets of comparable credit quality. The collective result of such anomalies is for prices to fall out of sink with the risk they are supposed to reflect and became a measure of liquidity (or rather lack of) instead. As a result, financial institutions are investigating ways of pricing more accurately and carrying out more conservative risk assessments. This presents a new challenge to the quantitative finance community to come up with something better which can cope with the impact of these significant market events. This conference aims to provide a meeting point for those researching and developing approaches to address this challenge. The conference theme is financial modelling and risk management under severe market conditions. |
| topics: Credit Modelling, Credit Risk, Liquidity Risk, Enhanced Risk Management Under Severe Market Conditions, The Measure Of Volatility, modelling And Pricing, Correlation And Correlation Risk |
| weblink: http://www.ima.org.uk/Conferences/computational_finance.html |
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