Advanced Pricing IRDs
Date: | 27-Nov-15 to 27-Nov-15 |
Location: | The Kingsley Hotel / London / United Kingdom |
Category: | Banking, Finance & Investment Conferences & Trade Fairs |
Join us on this one day course that will provide well-informed examples on pricing IRDs, focusing on how to price linear derivatives by replication as well as technical introductions to Stochastical processes in derivatives pricing and XVA adjustments on new deal pricing. The day will end with delegates getting a new or improved knowledge of pricing cross currency basis swaps. Within this, delegates will also get a better understanding of the knock-on effect this then has on the back and middle offices, as well as the consequences for compliance and internal audit groups. Highlights will include:
•Learning how to price linear derivatives by replication including a new perspective on swaps pricing and moving from a traditional bond approach
•A technical introduction to Stochastical processes in derivatives pricing including a non-mathematical introduction to underlying assumptions in Monte Carlo simulations
•Understanding how you can introduce XVA Adjustments on new deal pricing into your pricing models
•Examining how to price cross currency basis swaps including a focus on different pricing models
•Learning how to price linear derivatives by replication including a new perspective on swaps pricing and moving from a traditional bond approach
•A technical introduction to Stochastical processes in derivatives pricing including a non-mathematical introduction to underlying assumptions in Monte Carlo simulations
•Understanding how you can introduce XVA Adjustments on new deal pricing into your pricing models
•Examining how to price cross currency basis swaps including a focus on different pricing models
Exhibitors
Frank Mulder
EIN News
provides powerful, real-time media monitoring, news aggregation & syndication services. Read the latest news about this topic. See:
- Australian Securities Exchange News Today
- BIS News Today
- Banking Industry Today
- Bitcoin News Today
- Chicago Board of Trade News Today
- Conferences & Trade Shows Today
- Crowdfunding News Today
- FOREX Trading News Today
- Finance Industry Today
- Frankfurt Stock Exchange News Today
- Global Investing Today
- Globalization News Today
- High-Frequency Trading News Today
- Hong Kong Stock Exchange News Today
- IPO News Today
- International Employment Today
- International Trade News Today
- London Stock Exchange News Today
- Madrid Stock Exchange News Today
- Mergers & Acquisitions News Today
- Microcredit News Today
- Microfinance News Today
- Money Laundering News Today
- NASDAQ News Today
- Offshore Tax Havens News Today
- Shanghai Stock Exchange News Today
- Tokyo Stock Exchange News Today
- Toronto Stock Exchange News Today
- World Bank News Today