Need for Risk Modeling

Risk Management a very essential function for every business. Creating effective Risk Models for forecasting, Market, Credit and Operations Risk will enable the companies to act at the right time on right problems and mitigate risks effectively

Topics Covered

Derivatives and Risk Modelling using EXCEL

Modelling Credit & Operations Risk

Options Basics

Option Pricing Dynamics

Option Trading Strategies

Market Risk Modelling Techniques

Black-Scholes Model for Optio Pricing

Arbitrage Pricing Relationships

Black-Scholes Option Pricing Model

 Binomial Pricing Models Volatility Models

Calculaton of Value at Risk and Greeks

Monte Carlo Simulation

 Pricing Models for Derivatives Optimal Portfolio of Stocks Risk & Return Profiles of Securities
Sharpe, Treynor & Alpha Ratios Variance - Covariance Matrix Historical Volatility Method BASEL II (Understanding & Requirements) Case Study with Questions

Derivatives & Risk Modeling using EXCEL Training COURSE Details

  • Classroom/Online Risk Modeling using EXCEL Classes(WebEX).
  • After Classes SUPPORT for 1 YEAR.
  • Hands On Coaching- Participants may get their laptops for the training to perform along with the trainer. Training conducted by IIM Alumnus
  • Training driven through Case Studies.
  • Support via Email/Phone/Chat/One on One session (with prior appointment).
  • Complete Recording of the 20 Hours Training in Downloadable Format.
  • Attending training again for NO COST.
  • Training Completion Certificate for all participants.
  • Online Trainings will be Live through WebEX - Downloadable Format.

Batch Start Dates

Batch Start Date Batch End Date Timings Fee

22-Mar-2012

(Weekday)

23-Mar-2012

(Weekday)

 8AM-5PM Rs.4,000

 

 

 

 

10% discount for a group of 3 or more

15% discount for a group of 5 or more

P.A.C.E - Risk Modeling using EXCEL Recorded DVD's:

P.A.C.E - Recorded Training of Risk Modeling using EXCEL available for Rs. 2000 (Price includes support for 1 Hour). Fee Adjustment for Participants willing upgrade Classroom/Online Training.

Who should attend Derivatives & Risk Management using EXCEL Training

  • Investors.
  • Credit analysts.
  • Fund managers.
  • Risk analysts.
  • Equity Researchers.
  • Risk Management Professionals.
  • Financial Risk Manager Aspirants.
  • Treasures.
  • Executive Level managers.
  • Graduates from any Stream.
  • Students.