Programme

CERA

2/3 Dec 2019 in Ratingen (Düsseldorf)

CERA, Module 0: A Refresher Course in Financial Mathematics and Risk Measurement

Monday, 02 December 2019

08:45 - 09:00 Registration
09:00 - 09:15 Introduction and welcome (EAA)
09:15 - 10:45 Probability Theory and Elementary Risk Measures
10:45 - 11:15 Coffee Break
11:15 - 13:00 Probabilistic Tools for Dynamic Financial Models and Discrete Stochastic Processes
13:00 - 14:15 Lunch
14:15 - 15:45 Risk Neutral Valuation
15:45 - 16:00 Coffee Break
16:00 - 17:00 Risk Neutral Valuation and Risk Measures
17:00 - 17:45 Tools for Continuous Time Finance

Tuesday, 03 December 2019

09:00 - 10:45 Tools for Continuous-Time Finance
10:45 - 11:00 Coffee Break
11:00 - 13:00 The Black Scholes Model and Applications
13:00 - 14:15 Lunch

Seminar Details

Programme

CPD Credits

Script Download

Venue & Accommodation

The seminar will take place at the hotel

Tryp Düsseldorf Airport
Am Schimmersfeld 9
40880 Ratingen, Germany
Hotel website

We have arranged special prices for accommodation. The special rate is 95,00 € per night, including breakfast and VAT. It is valid for bookings by 23 November 2019 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 reservations.tryp.dusseldorf.airport @melia.com (reference code EAA seminar), and note the hotel’s reservation terms and conditions and the hotel’s cancellation policy.