Programme

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CERA

5/6 Dec 2022

CERA 0: A Refresher Course in Financial Mathematics&Risk Measurement

Monday, 05 December 2022

09:00 - 09:10 Introduction and Welcome (EAA)
09:10 - 10:15 Probability Theory for Mathematical Finance
10:15 - 10:30 Break
10:30 - 11:30 Probability Theory and Risk Measures
11:30 - 11:45 Break
11:45 - 13:00 Discrete Stochastic Processes
13:00 - 14:15 Break
14:15 - 15:45 Risk Neutral Valuation 1

Tuesday, 06 December 2022

09:00 - 10:00 Risk Neutral Valuation 2
10:00 - 10:15 Break
10:15 - 11:15 Tools for Continuous Time Finance
11:15 - 11:30 Break
11:30 - 12:45 Tools for Continuous Time Finance
12:45 - 14:00 Break
14:00 - 15:45 The Black Scholes Model and Applications
All the above times are given in CET.

Seminar Details

Programme

CPD Credits