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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!


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