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Value at Risk Course, Copenhagen (Dec 2010) |
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8 dec -
9 dec
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Kursusprogram
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Kursusbeskrivelse
• The Parametric Approach
• VaR for Bonds, Stocks, FX and Derivatives
• Volatility Estimation Techniques
• Mapping Techniques
• Simulation-based VaR
• Back-testing
• Stress testing
• Delta VaR
• Risk Management using Delta VaR
• Capital Requirement |
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Formål
You will get a detailed knowledge of the Value at Risk methodology. You will learn how to calculate Value at Risk, how to map financial instruments and you will get an intuitive understanding of the Monte Carlo simulation technique. Finally, you will learn about backtesting, stress testing and capital requirements. |
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Forudsætninger
A knowledge of basic fixed income analysis is required. Necessary statistical concepts will be explained at the course, and no special prerequisites are assumed concerning statistical calculus. |
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Niveau
Intermediate |
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Kurset er relevant for:
• Risk Managers
• Risk Controllers
• Treasurers
• Analysts
• Fund Managers
• Account Managers
• IT-employees |
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E-læring
Kurset indeholder e-læring. Du får adgang til
materialet to uger før selve kurset og har adgang i otte uger.
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Instruktører
Jørgen Just Andresen
Ulrik Strandgaard
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Sprog
English |
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Sted
Financial Training Partner, Copenhagen |
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Pris
DKK 11,500 inclusive of course material, lunch and refreshments. The price is exclusive of VAT. Approximately 2 weeks prior to the course you will receive an invoice. |
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