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Page Content

WEB SESSION

24/25 Mar 2021

An Introduction to Economic Scenario Generators & their Validation

Wednesday, 24 March 2021

  1. 09:30 - 11:30 Simulation of Random Numbers: Basic Recipes from ESG Kitchen
  2. 12:30 - 14:30 Risk-Neutral ESG: Equity Modelling

Thursday, 25 March 2021

  1. 09:30 - 11:30 ESG Validation Overview
  2. 12:30 - 14:30 ESG Rebasing, or How You Get More For Less
  3. All the above times are given in CET.
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