The workout is a reference class of the UnRisk Academy.
It is an opportunity for quants and quant developers who are seeking the most advanced numerical schemes and techniques in practical derivatives and risk analytics, enabling them to support financial professionals in making better decisions swiftly.
You and the authors of the book A Workout in Computational Finance will spend together an intensive day at the attractive venue of the BBA, London City. The Workout is organized in 4 sequential sessions covering the hot topics of todays practice.
- Extreme Vasicek is not Enough
- Model Calibration and Spurious Precision
- When Monte Carlo is the Only Choice
- Risk Management cascade
Looking forward to this ...