"BRIDGING THE GAP BETWEEN THE LATEST THEORETICAL DEVELOPMENTS THROUGH TO PROVEN PRACTICAL TRADING FLOOR REQUIREMENTS"

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Future Events:

London: Advanced Financial Mathematical Methods – Stochastic Volatility and Exponential Lévy Models by Dr. Jörg Kienitz / Central London / 7th - 8th Oct 2010

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Milan, Italy: Interest Rates after the Credit Crunch: Markets and Models Evolution by Marco Bianchetti and Massimo Morini / Central Milan / 25th - 26th Oct 2010

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London: Advanced Foreign Exchange Options by Professor Uwe Wystup / Central London / 9th - 10th Dec 2010

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London: CVA and Credit Derivatives by Jon Gregory / Central London / 13th - 14th Dec 2010

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Optimal Hedge Monte-Carlo: Applications to Equity Derivatives & Volatility Trading by Jean-Philippe Bouchaud & Vivek Kapoor / Central London / 14th - 15th Mar 2011

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