Programme

WEB SESSION

28 - 30 Jun 2023

Assets and Liabilities Management (Part 2: Advanced)

Wednesday, 28 June 2023

09:00 - 10:30 Stochastic modelling (Part 1)
Introduction to stochastic modelling
Interest rates modelling
10:30 - 10:45 Break
10:45 - 12:30 Stochastic modelling (Part 2)
Continuous time models for equity indices
Introduction to discrete time models for equity indices

Thursday, 29 June 2023

09:00 - 10:30 Dependence modelling (Part 1)
Linear and nonlinear dependence
Notion of correlation
10:30 - 10:45 Break
10:45 - 12:30 Dependence modelling (Part 2)
Introduction to copulas

Friday, 30 June 2023

09:00 - 10:30 Options modelling and advanced hedging techniques
Some advanced derivative products and hedging strategies in ALM
Modelling and valuation of options
10:30 - 10:45 Break
10:45 - 12:30 Case studies
Presentation and discussions of case studies
.
All the above times are in CEST (Central European Summer Time).

Seminar Details

Programme

CPD Credits

Participant Feedback

3.7 of 5 Points

Sponsor

PREMIUM Sponsor of the Event