Course Feedback - Quantitative Derivatives Pricing and Risk Modeling Program
With the next cohort of the Quantitative Derivatives Pricing and Risk Modeling Program starting on September 16, we are excited to share some feedback from the previous cohort.
Learn more and enrol here: https://hubs.la/Q02KBy950
Key Benefits:
• Practical and theoretical training to excel in risk and derivatives
• Insights from industry practitioners• Experience with the industry-leading Open Source Risk Engine (ORE)
• Networking with experts and peers
• Hands-on skills applicable to your career
Our Distinguished Lecturers:
• Roland Lichters (Co-Head - Quantitative Services, Acadia)
• Scott Sobolewski (Co-Head - Quantitative Services, Acadia)
• Roland Stamm (Partner - Quantitative Services, Acadia)
Ready to take the next step? Click the following link to speak with one of the experts associated with the course: https://hubs.la/Q02KBjXk0
Recent Videos
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 19, 2024
Article
Capital Calculation: An analytical comparison of Standardized vs. Model-Based Approaches
September 13, 2024
Recent Videos
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 20, 2024
Article
Capital Calculation: An analytical comparison of Standardized vs. Model-Based Approaches
September 17, 2024
With the next cohort of the Quantitative Derivatives Pricing and Risk Modeling Program starting on September 16, we are excited to share some feedback from the previous cohort.
Learn more and enrol here: https://hubs.la/Q02KBy950
Key Benefits:
• Practical and theoretical training to excel in risk and derivatives
• Insights from industry practitioners• Experience with the industry-leading Open Source Risk Engine (ORE)
• Networking with experts and peers
• Hands-on skills applicable to your career
Our Distinguished Lecturers:
• Roland Lichters (Co-Head - Quantitative Services, Acadia)
• Scott Sobolewski (Co-Head - Quantitative Services, Acadia)
• Roland Stamm (Partner - Quantitative Services, Acadia)
Ready to take the next step? Click the following link to speak with one of the experts associated with the course: https://hubs.la/Q02KBjXk0
With the next cohort of the Quantitative Derivatives Pricing and Risk Modeling Program starting on September 16, we are excited to share some feedback from the previous cohort.
Learn more and enrol here: https://hubs.la/Q02KBy950
Key Benefits:
• Practical and theoretical training to excel in risk and derivatives
• Insights from industry practitioners• Experience with the industry-leading Open Source Risk Engine (ORE)
• Networking with experts and peers
• Hands-on skills applicable to your career
Our Distinguished Lecturers:
• Roland Lichters (Co-Head - Quantitative Services, Acadia)
• Scott Sobolewski (Co-Head - Quantitative Services, Acadia)
• Roland Stamm (Partner - Quantitative Services, Acadia)
Ready to take the next step? Click the following link to speak with one of the experts associated with the course: https://hubs.la/Q02KBjXk0
Share this
Products Suites you might be interested in
Products Suites you might be interested in
Explore our video library
Explore our video library
Recent Insights
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 19, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024
Video
ISDA SIMM 2.7: Challenges and Opportunities
October 29, 2024
Video
Building a Comprehensive Market Data Utility for Risk and Pricing Calculations
September 19, 2024
Video
The Evolution of Model Validation: Why Governance is Essential
September 19, 2024