Introduction to Mathematical Finance

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Speaker

Alexander Sokol

Speaker

Alexander Sokol Executive Chairman of CompatibL,
Quant of the Year Award Winner (2018)

Course Description

Advanced trading and risk management technology has the power to provide cheap and flexible financing options to technology innovations and humanitarian causes. If you come to CompatibL, you will be at the forefront of positive change in the world.

We would like to invite university students from any discipline with interest in the financial industry to attend our virtual training course where you will learn the fundamentals of mathematical finance – the modern theory of capital markets trading and risk management.

Course Schedule

Time:
7:00 pm – 8:30 pm
Eastern Europe GMT+3
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Mode:
Zoom
Format:
Slides in English
Lecture in Russian

Agenda

Lecture 1

Securities and Models

  • Operations of Financial Markets
  • Equity Securities – Stocks
  • Fixed Income Securities – Bonds

Lecture 2

Derivatives and Valuation

  • Equity Forwards and Options
  • Interest Rate Deposits, FRAs and Swaps
  • Market Price of Risk

Lecture 3

Risk Management

  • Historical and Forward Looking Risk Models
  • Market Risk – Value at Risk (VaR), Expected Shortfall (ES)
  • Credit Risk – Issuer and Counterparty Exposure, Limits

Lecture 4

Other Asset Classes

  • Credit – Credit Default Swaps
  • Commodity – Spot and Forwards
Register
The number of participants is limited. Register to reserve your space today.
You will be notified with event details via the email address indicated on your application.
For additional infformation, please email us at training@compatibl.com