The programme aims to provide a sound understanding of the up-to-date practical realities of trading and risk managing correlation, especially equity and equity/forex.
The course will draw heavily from recent markets case studies, and the real practices used at large financial companies, highlighting the weaknesses and pitfalls where needed.
During the Excel based workshops delegates will have access to proprietary state-of-the-art professional software for exotic and multi-underlying pricing, thus gaining an understanding of multifactor pricing models and higher order exotic effects on risk exposures.
Date: 10th - 11th October 2013
Venue: Central London
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