Risk Management and Modelling: VAR and Beyond
Starting dates and places
London Financial Studies offers their products as a default in the following regions: London
Description
This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and different methods for estimating default probabilities.
Audience:
- Traders and Dealing Room Staff
- Risk Managers
- Middle Office and Senior Managers
- Investors
- Quantitative Analysts, Financial Engineers and Systems Developers
- Structured Products Desks, Product Controllers and Researchers
- Loan Portfolio Managers and Fund Managers
- Credit Analysts and Credit Risk Managers
Dr Simon Acomb has over 20 ye…
Frequently asked questions
There are no frequently asked questions yet. If you have any more questions or need help, contact our customer service.
This course develops a set of tools essential for the accurate management of the wide range of risks encountered in capital markets. Techniques are applied cumulatively in a sequence of workshops that include Value at Risk and its limitations, practical uses of Monte Carlo simulations and different methods for estimating default probabilities.
Audience:
- Traders and Dealing Room Staff
- Risk Managers
- Middle Office and Senior Managers
- Investors
- Quantitative Analysts, Financial Engineers and Systems Developers
- Structured Products Desks, Product Controllers and Researchers
- Loan Portfolio Managers and Fund Managers
- Credit Analysts and Credit Risk Managers
Dr Simon Acomb has over 20 years experience
in quantitative finance. He started his career in finance at
Barclays deZoete Wedd in 1992 in the Equities Derivatives Group and
progressed to run the quantitative research team. This was followed
by five years at Commerzbank where he established a derivatives
proprietary trading team and then became head of the equity
quantitative research group. Most recently Simon has been a
managing director at Morgan Stanley as global head of the Equities
Analytic Modelling Group. He now works as a consultant and trainer
in mathematical finance.
Special rates are available for multiple bookings. Please enquire if you would like to take advantage of these
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Do you have experience with this workshop? Submit your review and help other people make the right choice. As a thank you for your effort we will donate £1.- to Stichting Edukans.There are no frequently asked questions yet. If you have any more questions or need help, contact our customer service.