A Trader’s Guide to Quantitative Methods: Don’t
closely related to the
TG2 Quant Methods book, a no more
"black-box" philosophy is used to provide the correct quantitative
methods to apply to real world P&L, position keeping, and risk management
to provide a lucid explanation of those quantitative
methods which are required for, or arise in the natural course of transacting
and managing securities and derivatives
· the principle focus is on understanding the uses and
misuses of mathematical methods and “models” which are required in everyday
· to come to grips with the foundation of these methods
and a consolidation of the techniques and ideas
· to never have to worry about using a “black-box”
to keep focus on P&L regardless of
· what techniques mean and don’t mean,
and when and when not to use specific techniques
understand and have working knowledge of specific
market professionals with 2-years experience
Traders, sales, support,
· Management, treasurers,
· not intended for experienced quants
(unless they want to know how trader’s think)
Everything Your Need to Know About Curves and Surfaces: splines, yield
curves, volatility surfaces, cheap/dear analysis
3) The Answer is in
the Root: “root finding” as in implied volatility, yield from price,
compound options etc.
Differential … What?: a lucid introduction to the methods (calculus) of
uncertain (stochastic) processes as applied to securities pricing, so even
traders will understand
(Options) Models: where they come from, what they mean: a down to earth
explanation of the intuition behind, and the models used for securities and
options pricing, and term structure representation
6) Solving the
Problem: a practitioner’s guide to the techniques available for
“solving” securities pricing models, options models, term structure models
and related problems.
Simulation and Hedging Efficiency: an introduction to the methods required
real world hedging and portfolio risk management.
1,114 Pages of
comprehensive and extensively illustrated Handout Notes (see samples
A copy of
A Trader's Guide to Quantitative Methods: Basic Maths
& Stats PI & PII
Includes much software, resources, aids, and support.
Plus copies of other relevant TG2 Books/e-Books
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"