A complete set of brochures and registration forms is available here.
May 19th 2010
London UK
Trainer: Dr Jörg Kienitz
Further Information
The goal of this one day seminar is to provide a detailed overview, offering insights into the latest techniques of modelling uncertainty in financial markets and demonstrating computational methods to tackle the models. We show Monte Carlo simulation as well as semi-analytical methods based on Fourier transforms. The latter techniques are suitable for efficient calibration of the underlying models.
10% 'Early Bird' Discount Before March 30th 2010
May 20th 2010
London UK
Trainer: Dr Jörg Kienitz
Further Information
This Workshop discusses the most important issues that need to be addressed when we implement advanced financial models and price options using Monte Carlo and Fourier transform methods.
10% 'Early Bird' Discount Before March 30th 2010
2 - 4 June 2010
London UK
Trainer:Professor Mark Joshi
Further Information
This three-day course will be led by an international expert who played a large role in the coding of the LIBOR market model in the QuantLib C++ open-source project.
20% Early Bird Discount Before December 15th, 2009
10% Early Bird Discount Before March 1st, 2010
2 - 4 June 2010
London UK
Trainer: Dr Daniel Duffy
Further Information
The goal of this three-day intensive hands-on course is to learn those advanced features in C+ that are of direct relevance to writing and extending application for quantitative and computational finance. The course uses the object-oriented and generic (templates) programming models (OOP, GP) in combination with design patterns and the STL and boost libraries to allow you to create robust and flexible applications. We develop the contents of the course by discussing important C++ language, using OOP and GP models to write clean and effective code. We also discuss how to improve the performance of your application. In all cases, the examples and test cases are based on finance experience.
15% 'Early Bird' Discount before April 5th
20% Discount for first 5 delegates
June 28 - 30, 2010
London UK
Trainer: Dr Daniel Duffy
Further Information
This three-day course shows how to use the Finite Difference Method (FDM) to price a range of one-factor and many-factor option pricing models for equity and interest rate problems that we specify as partial differential equations (PDEs). We introduce and elaborate modern and robust finite difference methods that solve pricing problems and that remain stable and accurate for various combinations of input parameters, payoff functions and boundary conditions.
10% 'Early Bird' Discount Before May 1st 2010
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