Quantitative Finance for Market Risk Especialist

En qué consiste

With a track record of 25 years training students and professionals, Afi Escuela de Finanzas is a leading academic institution specialised in economics, finance and applied tecnologies.

Afi Escuela de Finanzas is part of Afi Group, which has been providing expert advice and consultancy services in the areas of finance, economics and applied technologies for three decades. This synergy allows us to work closely with top-tier enterprises, quickly master new  trends and best practices and better understand what the market is demanding.

 

Goals

The growing complexity and innovation of financial markets require specialized training. The goal of this course is to understand some of the models of market risk and valuation of financial instruments. The fundamental quantitative concepts will be introduced by using Excel as a tool.

The program continues with the study and implementation of Monte Carlo simulation, essential in this context, for more exotic and complex options. The final goal is to value a simplified portfolio of simple instruments (bonds, equity and plain vanilla options on equity) and analyze its market risk, that is, to quantify the potential losses of this portfolio due to the change of value of the main variables in the market, such as interest rates and equity.

A quién va dirigido

This program is essential for those students on their last degree courses with solid skills on maths, stats and technology. Specially recommended to students on degrees of Mathematics, Physics, Statistics, Economics and Engineering.

¿Dónde se imparte?

Calle Marqués de Villamejor, 5

Cómo llegar

Información de interés

CONTENIDOS

• 1. Excel (advanced)
• 2. Interest rate curves and bond valuation
• 3. Valuation of equity options
• 4. Market Risk of a portfolio (bonds and equity)

In addition to the final examples of each of the modules, the theoretical knowledge will be reinforced by simplified exercises throughout the course to facilitate the understanding of the concepts.

For more information about th course program, please download the broshure.

CLAUSTRO

Pilar Barrios

Socia/Partner, Afi-Analistas Financieros Internacionales. Doctora en CC Matemáticas por la UC3M. MFC por Afi Escuela de Finanzas.

DIRECCIÓN ACADÉMICA

Alexandra Cortés

Consultor Senior, área de Finanzas Cuantitativas, Afi

Ángel Moreno

Socio del Área Finanzas Cuantitativas Afi, Analistas Financieros Internacionales. MFC por Afi Escuela de Finanzas

Raquel Hernández

Consultor Senior Área de Finanzas Cuantitativas, Analistas Financieros Internacionales

MATRÍCULA

• Registration fee: 995 €
• Registration fee + full board accommodation*: 1.590€
• The course must be paid for 15 days before the start.

*ACCOMMODATION ALL-INCLUSIVE: Afi Escuela de Finanzas will provide full board accommodation near our school, site in Madrid city centre.