About the quantification and mitigation of market risk. The application of the Parametric approach, Historical simulation and Monte Carlo simulation. Attention is given to probability distribution curves and skewness. In addition, hedging strategies and tools are covered, including value hedging, proxy hedging, Beta hedging and Delta hedging. The application of futures, options and swaps is also included.
Register for Value at Risk & hedging
Value at Risk & hedging
November 4th, 2019
10:00 - 16:00
1012 JW Amsterdam
990 euro p.p.
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