Advanced Derivatives Training
In today’s fast-evolving market, it’s crucial to stay ahead of the game. Numerix University equips you with the skills and toolset to handle even the most complex valuation and risk-management challenges.
Through our premier educational courses and bespoke private training, experienced professionals and students can learn financial engineering and integration techniques for a wide range of instruments using Numerix's market-standard analytics solutions.
Course Descriptions
Track 1: Financial Engineering
Participants will learn effective structuring, pricing and risk management techniques for complex derivatives through hands-on use of the Numerix analytic platform.
Track 2: Integration & Development
Numerix will soon be introducing a series of courses targeting developers and integration specialists. Check back for further details.
Upcoming Classes
Structuring, Pricing & Risk Analysis for IR, EQ and FX Derivatives:
Who Should Attend?
Financial engineers, desk quants, risk managers, traders and anyone else that works with OTC derivatives or has an interest the valuation of OTC derivatives.
Curriculum
During this two-day hands-on course, attendees will learn how to structure, price and analyze a wide range of vanilla and exotic instruments using Numerix CrossAsset XL:
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Construction of various market curves, volatility surfaces, and calibration of various models to market instruments
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Pricing and risk analysis for vanilla and semi-exotic deals via analytics
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Deal structuring of exotic deals and definition of the payoff via Numerix scripting language
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Construction and Model setup for Baskets of Equities and Basket of Foreign Exchange products
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Pricing and risk reports, and scenario analysis for various exotic Interest Rates, Cross Currency, Foreign Exchange and Equity instruments for both single name and basket of products
(See agenda above for a complete course description and case studies.)
Cost
The course fee is $750 USD (500 UK pounds) per person, per day, for a total of $1500 USD (1000 UK pounds) for the two day course.
Program Details
Eligibility & Selection Process
Candidates for Numerix University courses are expected to hold an advanced degree in financial engineering, applied mathematics or an equivalent discipline, and have some professional experience working with derivatives at a financial institution or software company.
Numerix Certification and Intern/Consultant Program
Attendees who successfully complete the program can elect to complete a post training project and take an online examination. Attendees who successful complete both will receive Numerix Certification for the asset class(es) in which they have been trained. This is an official designation signifying a demonstrated proficiency in the use of Numerix CrossAsset XL. Top performers from the program (not current clients) will be considered for internship and consultant positions at Numerix.
Instructors
Numerix University instructors are integrally involved in the development of Numerix technologies and have trained users throughout the world. (view bios)
