Financial Modeling with Mathematica - April 26 and 27
- To: mathgroup at smc.vnet.net
- Subject: [mg27509] Financial Modeling with Mathematica - April 26 and 27
- From: Dick Verkerk <verkerk at candiensten.nl>
- Date: Thu, 1 Mar 2001 03:53:35 -0500 (EST)
- Organization: CANdiensten
- Sender: owner-wri-mathgroup at wolfram.com
FINANCIAL MODELING WITH MATHEMATICA
26 and 27 April 2001 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(tm).
The course is aimed at financial quantitative analysts.
This is your opportunity to combine a special course with a visit
to one of the most beautiful cities of Europe. There are many direct
flights straight into the airport which is only 15 minutes from the
town center.
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.
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I would like to register for the course Financial Modeling with Mathematica®:
[ ] 26 and 27 April 2001 in Amsterdam, 9:30 - 17:00 hours
[ ] Unfortunately I'm not able to attend but keep me informed
Name : M / F
Organization :
Department :
Address :
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_________________________
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!