Applied Financial Mathematics
Applied financial mathematics
This 2 day intensive workshop seeks to make the mathematics of finance accessible by presenting it in a framework increasingly familiar to finance practitioners – that of spreadsheets.
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Program Summary
| TITLE: | Applied Financial Mathematics |
| CE: | 13hrs |
| FEE: |
Member - $2365.00 including GST Non Member - $2909.50 including GST |
| Sydney Jul 18 - 19, 2012 | 9:00am - 5:00pm |
About the Speaker
Alex Palfi, Principal, Tykoh Group Pty Ltd
Alex Palfi is a Principal of Tykoh Group Pty Ltd – an Australian based training provider specialising in tailored one and two day workshops on technical finance and business topics.
Prior to setting up Tykoh Alex was a Division Director at Macquarie Group in Sydney. In that role he developed a range of finance workshops and presented those in Australia and at other international locations. Those workshops focused on financial modelling, valuation, derivatives, credit risk and Visual Basic programming.
In earlier roles Alex worked for a number of financial services organisations as a financial software developer and lectured at Technical Institutes in New Zealand in programming and electrical engineering. Alex’s university qualifications are in engineering. He obtained Masters and Bachelors degrees in Electrical Engineering from the University of Canterbury in New Zealand.
About this program
Value, risk and return – three of the central concerns of finance – all derive from mathematical foundations. Mathematics describes the dynamics of financial markets, it determines the values and risk exposures of financial positions and it connects the performance of financial structures to those structures’ constituents. In short, mathematics pervades finance.
Mathematics allows us to describe, understand, measure, manage and engineer financial products and positions for our benefit.
Participants of this workshop will receive a complimentary copy of "Financial Products – An introduction using Mathematics and Excel" by Bill Dalton, Cambridge University Press (ISBN: 978-0-521-6822-0).
What will you learn?
With a heavy emphasis on utilising the many useful and powerful mathematical and financial functions contained within spreadsheets, this workshop will explore:
- Core mathematical functions and concepts used in finance;
- Working with various finance concepts (yield curve, present value, future value, discounting asset price evolution, forward pricing, hedging, arbitrage;
- Spreadsheet tools and functions that are often applied in financial mathematics;
- Mathematics of financial products (bonds, swaps, forward & future contracts, vanilla & exotic derivatives.
Presumed knowledge
Participants should be able to use absolute and relative addressing in Excel and be able to enter mathematical formulae into cells. Participants should understand and be able to apply the concepts of discounting, present and future value and simple and compound interest.
Testimonials
The practical nature of this course was very useful. Using Excel as we went through the topics was great. Textbook and CD will be helpful.
A very good course and presenter.