| 2008 |
- A tour through the world of equity derivatives
modeling
Zareer Dadachanji, Credit Suisse
- FX Trading and Modeling
Philippe Lintern, RBS Global Banking and Markets
Ben Nasatyr, RBS Global Banking and Markets
Adrian Campbell-Smith, RBS Global Banking and Markets
- The practice of IR modeling
Javier Vindel, Citigroup
- Advanced PDE techniques for option pricing and
finite difference Method
Daniel J. Duffy, Datasim
- The distribution of Realised Variance in Stochastic
Volatility Models
Daniel Dufresne, University of Melbourne
- A course on Copulas
Roger Nelsen, Lewis & Clark College
- How to use Levy Processes in Finance
Wim Schoutens, Katholieke Universiteit Leuven
- Modern numerical and analytical methods for
computational finance
William Shaw, Kings College London
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| 2009 |
- Computational Finance on GPUs
Mike Giles, University of Oxford
- Pricing and Hedging of Portfolio Credit Derivatives:
Introduction and Recent Developments
Rüdiger Frey, Universität Leipzig
- Contagion Models in Credit Risk
Mark Davis, Imperial College
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| 2010 |
- Financial risk and financial crises
Jon Danielsson, London School of Economics
- Traded credit and the new Basel market risk
framework
Christopher Finger, RiskMetrics Group
- Credit Trading: Pricing, Strategies and Risk
Management
Richard Martin, MAN Group
- Enterprise Risk Management
Alexander McNeil, Heriot-Watt University
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| 2011 |
- Topics in Quantitative Risk Management (QRM)
Paul Embrechts, ETH Zürich
- Managing Counterparty Credit Risk
Christopher Finger, MSCI, Inc.
- An Introduction to Conic Finance and its Applications
Dilip Madan, University of Maryland
- Pricing in Incomplete Markets
Antoon Pelsser, Maastricht University
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