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Overview

Table of Contents

Extra

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1 Day Stats and Maths

Overview

A 1-day statistics and mathematics programme intended to introduce/review common quantitative concepts and techniques as applied to trading and risk management.

Will learn:

        What basic concepts are and are not

        How and where basics methods apply to common trading and risk issues

        Relationships between theoretical concepts and applications

        Theory vs. reality and technology vs. business mandate

Audience:  market professionals with at least 1-year experience (some basic understanding of markets/products helpful)

        Traders, sales, support, Internal Audit

        Fund managers

        Risk management

 

Table of Contents

1)       Overview of relationship of trading and risk to maths, with emphasis on what math can do and what it cannot do in a real world setting.

2)       Basis Statistical Concepts: Review/introduction to rudimentary concepts of statistics

3)       Basic Probability Concepts: Explanation of basic probability concepts working towards a good  basic understanding of distributions and the use of distributions in risk/return, options trading, and VaR

4)       Slopes and Derivatives: qualitative and quantitative illustration of the basic calculus of derivatives and its application to risk sensitivities, present value theory and the investment process.

5)       Integration and Sums: qualitative and quantitative illustration of basic calculus of integration and its application to options pricing and VaR

6)       Matrix Concepts: review of rudimentary ideas of matrix representation illustrated with applications to portfolio value/risk, principal components, and term structure concepts.

7)     Series Expansion and Representation: illustrate some basic tools for representing forecasts for valuation and risk with applications to the basics of options modelling and related uses.

 

Extras

165 Pages of comprehensive and extensively illustrated Handout Notes (see samples here)

Plus copies of relevant TG2 Books/e-Books

Note: Seminars can be tailored to your trading, risk, client, and systems needs.  Submit your needs, and/or "cut/paste" from other Seminars (see entire "standard" list HERE)

 

    Get a Syllabus in more detail

    Sign Up for a scheduled course

    Sign Up for an in-house course

 

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Last modified: July 25, 2011