Why should you attend?
Flexibility, responsiveness to new conditions, abilities to form new
insights and perspectives - these are typically not
the hallmarks of third-party and in-house pricing and risk management
systems. These tend to be large, complex and slow to evolve.
Spreadsheet-based models, in contrast, can give rapid solutions to
new problems. They allow prototypes and analyses to be done quickly
at relatively low cost before committing to larger expenses of
full-scale IT solutions.
This program shows how, by applying mathematical and design
principles, financial products and positions can be modelled and
analyzed. The aim is to achieve fast, efficient and flexible
representations of financial products and positions.
- Walk-through and case studies illustrate the
“life-cycle” of modelling financial products -
including testing and validation and application.
- Interactive spreadsheet implementation – rather than just
dry formulae in a book the mathematics in this workshop is live,
dynamic and in the form in which much mathematics is done these
days – in spreadsheets.
- Exploit the power of computers to perform repetitive work
– useful in sensitivity, scenario, stress-test and
- Understand key spreadsheet functions and features that can be
applied to product modelling
- Visual feedback shows progress & correctness of
- Built-in charts update automatically to give insights into
patterns, trends and anomalies.
- A “Cheat-sheet” / answer-preview utility aids in
solving of problems. “No-one gets left behind.”
Who should attend?
- IT & support functions
- Financial controllers
From the following areas
- Debt Capital Markets