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.
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)
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