Quant Methods for Fixed Income and Volatility by Fitch Solutions

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QUANT METHODS FOR FIXED INCOME AND VOLATILITY BY FITCH SOLUTIONS


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FitchTraining

Quant Methods for Fixed Income and Volatility by Fitch Solutions

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London

Oct 13 for 2 days

A two-day workshop giving an overview of standard quantitative models used in fixed income and equity volatility. In the fixed income front the course covers the two main families namely short and forward rate models, and discusses calibration and derivative pricing. In the volatility part the course compares the Garch, stochastic and local volatility families. The extraction of implied densities and statistics is also discussed.

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