Financial Mathematics
Financial Mathematics
Gain a working knowledge of mathematics and how it is applied within financial markets trading.
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Program Outline
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Program Summary
| TITLE: | Financial Mathematics - 2-day Intensive |
| CE: |
Up to 16hrs |
| FEE: |
Member - $2,310 including GST Non Member - $2,854.50 including GST |
| Sydney TBA |
|
About the Speaker
Steve Anthony, Consultant
Steve is the former Treasurer of Citibank. He joined Citibank as a Corporate Foreign Exchange dealer in 1982 and worked in foreign exchange and derivatives until 1996, including two years in Japan in 1991-92 running Citibank’s Investment Management business. Steve was a member of the AFMA Executive Committee from 1993-1996 and Chairman of the AFMA Working Group on Compliance Reviews. Steve has an Honours degree in Economics majoring in Economic Statistics from Sydney University and a Post-Graduate Certificate of Education from Cambridge University. He now runs a training company specialising in Financial Markets.
About this program
This practical two-day program gives you a working knowledge of mathematics you need within financial markets trading. A hands-on combination of lectures and practical exercises guide you through the use of basic algebra, statistics, calculus and probability theory to price securities, forwards, futures, swaps and options. You’ll also explore how to use both swaps and options to hedge.
What will you learn?
Start the workshop with a limited knowledge of mathematics and you’ll walk away being able to:
- Price given debt securities such as annuities and bonds;
- Price given forward interest rates, forward exchange rates, futures, forward equities and bonds;
- Use duration and convexity in relation to fixed interest products;
- Derive zero coupon discount factors;
- Evaluate the use of statistics, probability and expectations in relation to financial markets; and
- Price swaps and options and use these instruments for hedging.
Testimonials
The content of this program extended my existing knowledge in relation to W.R.T Swaps and Options.
Presenter explained concepts in a manner that made them easy to understand and had thorough knowledge of all subject matter.