Wednesday, 16 October 2024
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09:00 - 10:30
Options modelling and advanced hedging techniques
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Some advanced derivative products and hedging strategies in ALM
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Modelling and valuation of options
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10:30 - 10:40
Break
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10:40 - 12:30
Case studies
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Presentation and discussions of case studies
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Preliminary programme. All the above times are given in CEST (Central European Summer Time).