Course Description


Interest Rate Models

Master Class "expert edition"
Interest Rate Model Master Class "Expert Edition" is an advanced one day program providing more than seven hours of hands-on applications and case studies. Participants learn stochastic modeling techniques and diffusion processes for interest rates. In addition to the valuable models you will receive, participants gain hands-on practice to build, calibrate and use your own interest rate models.

  • Learn stochastic modeling techniques
  • Explore diffusion processes for interest rates
  • Program Monte Carlo simulations
  • Program stochastic differential equations
  • Build interest rate models
  • Calibrate models using market data
  • Apply interest rate models to calculate exposure

Who Should Attend

Interest Rate Models Master Class Expert Edition is designed for the risk professional looking to gain an in-depth understanding of Interest Rate Models. This course will be valuable to anyone working with and calibrating interest rate models. Course participants typically include:

  • Risk professionals with a solid mathematical background who work with interest rate models;
  • Actuaries looking to gain a more in-depth knowledge of how to construct and calibrate interest rate models.

What You Will Gain

  • Learn stochastic modeling techniques
  • Explore diffusion processes for interest rates
  • Program Monte Carlo simulations
  • Program stochastic differential equations
  • Build interest rate models
  • Calibrate models using market data
  • Apply interest rate models to calculate risk exposure

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