Introduction to Quantitative Finance: The Mathematics of Derivatives Pricing

Financial Engineering is a fast rising discipline in finance and involves financial theory, tools of mathematics and probability and the practice of programming and modelling. Delegates will learn first hand theory and pracical application of Stochastic Processes, Probability, Optimization and Monte Carlo Simulation within a context of portfolio theory and derivatives valuation (with Excel).

23-Oct-2008 -- 24-Oct-2008New YorkUSD$2375
NY Institute of Finance - Midtown9:00am - 4:30pm Instructional Method:
Group-Live
Instructor(s): [ Foued Ayari; ] Thu Fri Level: Basic
CPE Credits: 14.0

Market practitioners working in banks, mutual funds, hedge funds, risk management, IT, derivatives, trading and investment banking, as well as anyone seeking to understanding the sophistication and complexity of modern financial products, pricing and strategies through the applications of mathematics in financial models.
No advance preparation required.
Students will be able to:
  • Understand the use of Quantitative Finance in modern finance
  • Understand its applications in pricing stock, credit risk and other financial products
  • Understand Monte Carlo simulation
  • Understand derivatives pricing
This is an introductory Quantitative Finance course with a theoretical and practical approach. Participants should be familiar with basic mathematics, spreadsheets and financial market instruments.

Clients who register for this course will receive a complimentary 6 month subscription to the Financial Times and FT.com. The Financial Times is the world's most respected financial newspaper, providing a broad assessment on finance, business and the industrial sector. Subscriptions will start within 6-8 weeks of the application process and are limited to one per client. For questions about your subscriptions call 800-628-8088 or email uscirculation@ft.com. US and Canada enrollees only.

Lunch included for all students taking day classes.