Course Description
Interest Rate Models
Master Class "expert edition"
Interest Rate Model Master Class "Expert Edition" is an advanced one day program providing more than seven hours of hands-on applications and case studies. Participants learn stochastic modeling techniques and diffusion
processes for interest rates. In addition to the valuable models you will receive, participants gain hands-on practice to build, calibrate and use your own interest rate models.
- Learn stochastic modeling techniques
- Explore diffusion processes for interest rates
- Program Monte Carlo simulations
- Program stochastic differential equations
- Build interest rate models
- Calibrate models using market data
- Apply interest rate models to calculate exposure
Who Should Attend
Interest Rate Models Master Class Expert Edition is designed for the risk professional looking to gain an in-depth understanding of Interest Rate Models. This course will be valuable to anyone working with and calibrating interest rate models. Course participants typically include:
- Risk professionals with a solid mathematical background who work with interest rate models;
- Actuaries looking to gain a more in-depth knowledge of how to construct and calibrate interest rate models.
What You Will Gain
-
Learn stochastic modeling techniques
-
Explore diffusion processes for interest rates
-
Program Monte Carlo simulations
-
Program stochastic differential equations
-
Build interest rate models
-
Calibrate models using market data
- Apply interest rate models to calculate risk exposure