This one-day course provides a comprehensive introduction to market risk management using MATLAB® and computational finance toolboxes. The course is intended for risk analysts, risk managers, portfolio managers, and other financial professionals with prior experience of MATLAB who require to analyze, assess, and manage market risk. The course uses examples from market risk, although the techniques demonstrated are applicable in most risk areas, including liquidity, interest-rate and operational risk. High-level course themes include:
|Day 1 of 1|
|Evaluating Portfolio Risk||
Objective: Assess and analyze the market risk associated with a given portfolio of assets.
|Modeling and Simulating Portfolio Risk||
Objective: Model and simulate the market risk associated with a given portfolio of assets.
|Analyzing Implied Volatility Risk||
Objective: Estimate and interpolate implied volatility curves and surfaces from option data observed in the market.
|Creating and Analyzing Time-Series Risk Models||
Objective: Create and analyze risk-oriented GARCH time-series models for the purpose of market risk analysis and simulation.
|Bootstrapping and Filtered Historical Simulation||
Objective: Perform market risk analysis by applying filtered historical simulation.
|Validating Value at Risk Models||
Objective: Assess and validate the effectiveness, performance and accuracy of value at risk and expected shortfall models using formal backtesting on historical market data.
See if you are eligible for discounted pricing for academic users.
When you register for one of these courses, you can rely on the fact that it won't be canceled or rescheduled for any reason.
|15 Feb 2018||Canada, Toronto||English||USD 750|
|08 Mar 2018||US, New York, New York||English||USD 750|
|22 Mar 2018||Germany, Frankfurt||English||EUR 700|
|05 Apr 2018||Canada, Montreal||English||USD 750|
|14 Jun 2018||US, California, San Francisco||English||USD 750|
|26 Jul 2018||US, Illinois, Chicago||English||USD 750|
|23 Oct 2018||Switzerland, Zurich (Regensdorf)||English||CHF 850|
|28 Nov 2018||
9:00 a.m. - 5:00 p.m. US Eastern Daylight Time
|11 Dec 2018||US, California, San Francisco||English||USD 750|
|12 Dec 2018||United Kingdom, London||English||GBP 550|
The pricing applies for purchase and use in United States, For pricing in other regions Contact Sales. The product price does not include sales, use, excise, value-added, or other taxes. Any applicable taxes, duties, levies, assessments and governmental charges payable in connection with this purchase will be assessed on the order. Refer to Training Policies for more information
You are eligible for discounted academic pricing when you use MATLAB and Simulink for teaching, academic research, or for meeting course requirements at a degree granting institution.
You are not eligible for academic pricing when you use MATLAB and Simulink at a commercial or government lab, or for other commercial or industrial purposes.
You can also select a location from the following list: