Programme

CERA

10/11 Dec 2018 in Barcelona

CERA, Module 0: Quantitative Methods for ERM – A Bridging and Refresher Course

Monday, 10 December 2018

08:45 - 09:00 Registration
09:00 - 09:15 Introduction and welcome (EAA)
09:15 - 10:45 Introduction to Risk Measures
10:45 - 11:00 Coffee Break
11:00 - 11:45 Exercise Session 1
11:45 - 13:00 Basics of Multivariate Modelling
13:00 - 14:15 Lunch
14:15 - 14:45 Exercise Session 2
14:45 - 15:45 Risk Neutral Valuation
15:45 - 16:00 Coffee Break
16:00 - 16:30 Risk Neutral Valuation
16:30 - 17:30 Exercise Session 3

Tuesday, 11 December 2018

09:00 - 11:00 Introduction to continuous-time finance
11:00 - 11:15 Coffee Break
11:15 - 12:00 The Black Scholes Model and Applications
12:00 - 13:00 Exercise Session 4
13:00 - 14:15 Lunch

Seminar Details

Programme

CPD Credits

Venue & Accommodation

The seminar will take place at the hotel

Sallés Hotel Pere IV
Calle Pallars 128-130
08018 Barcelona, Spain
Hotel website

We have arranged special prices for accommodation. The special rate is 85,00 € per night, including breakfast and VAT. It is valid for bookings by 11 November 2018 out of our allotment “EAA Seminar”. Our allotment includes a limited number of rooms. Kindly book your accommodation directly with the hotel by sending an email to grupos1@salleshotels.com (reference code EAA seminar), and note the hotel’s reservation terms and conditions and the hotel’s cancellation policy.