Credit Suisse Quantitative Modelling Academy
W semestrze letnim roku akademickiego 2019/2020 pracownicy Credit Suisse prowadzić będą seminarium o nazwie Credit Suisse Quantitative Modelling Academy przeznaczone dla studentów studiów magisterskich. Kordynatorem zajęć ze strony IM jest dr Marek Arendarczyk.
Opis seminarium:
Credit Suisse's front-office Quant Team invites 4th- and 5th-year students of Mathematics to join a series of seminars on Derivatives Modelling. We will cover Stochastic Models for pricing and risk managing of FX, Interest Rate, Commodity, and XVA vanilla and exotic derivatives. We are open to discuss any related topics, like Capital Calculation, Modern Technological solutions, etc. Teamed-up with quants and your colleagues, you will have a unique opportunity to work through research papers and models used in our daily work.
From participants, we expect basic knowledge of Stochastic Calculus and Probability Theory, although all necessary technical details will be revised if needed.