Financial Modeling with Mathematica - 12 and 13
- To: mathgroup at smc.vnet.net
- Subject: [mg25007] Financial Modeling with Mathematica - 12 and 13
- From: Dick Verkerk <verkerk at candiensten.nl>
- Date: Fri, 1 Sep 2000 01:09:40 -0400 (EDT)
- Organization: CANdiensten
- Sender: owner-wri-mathgroup at wolfram.com
FINANCIAL MODELING WITH MATHEMATICA 12 and 13 October 2000 in Amsterdam CANdiensten is pleased to announce that dr. Thomas Weber of Weber & Partner Financial Technology will be visiting Amsterdam to present a course on Financial Modeling with Mathematica®. The course is aimed at financial quantitative analysts. Content Modeling, programming, and visualization with Mathematica Analytical valuation of equity and interest rate derivatives Applying numerical methods to derivatives valuation Methods to value and analyze complex portfolios in Mathematica Calculating and analyzing Value-at-Risk figures Applying Monte Carlo simulations for market risk estimation Calculation of stress and worst case scenarios Portfolio-based calculation of credit risk: Implementing CreditMetrics in Mathematica Remarks: the course pays much attention to frequently occurring practical tasks such as getting common data structures into Mathematica and exact day calculations. Other equally less exciting but nonetheless necessary practical topics are included as well. You will learn how to use the rich structure of Mathematica to approach and solve practical problems in finance. Fee per participant is NLG 1.990, - VAT excluded. Registration can be done by post, fax, phone or email! By email would be the easiest way by using the registration form below my name. Please sent this form to: cursus at candiensten.nl If you have any questions about this course, please feel free to contact us at the same email address. - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - - I would like to register for the course Financial Modeling with Mathematica®: [ ] 12 and 13 October in Amsterdam, 9:30 - 17:00 hours [ ] Unfortunately I'm not able to attend but keep me informed Name : M / F Organization : Department : Address : Zip + City : Phone : Email : _________________________ CANdiensten Dick Verkerk managing director Nieuwpoortkade 23-25 T +31 20 5608410 NL-1055 RX Amsterdam F +31 20 5608448 info at candiensten.nl verkerk at candiensten.nl http://www.candiensten.nl _________________________ Your Partner in Mathematics and Statistics!