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Dear Giampaolo

Would you like to be prepared for the quantitative parts of the CERA education?
Would you like to benefit from an ideal learning opportunity for actuaries who want to become acquainted with or refresh their knowledge in the highly relevant fields of modern financial mathematics and derivative pricing?

If yes, join our virtual training "CERA 0: A Refresher Course in Financial Mathematics & Risk Measurement" on 6/7 December 2021, 9:00 - 15:45 CET!

This online course begins with a repetition of basic concepts in probability theory including characteristics of random variables such as moments and quantiles. In order to prepare the analysis of dynamic financial models we introduce the idea of conditional expectations and we discuss stochastic processes in discrete time. The online session continues with an introduction to financial mathematics. We study risk neutral valuation and the hedging of derivatives in discrete-time models. The last part of the web session is devoted an introduction to financial mathematics in continuous time. Topics covered include stochastic processes in continuous time such as Brownian motion and the Ito formula, the Black Scholes model and the pricing and hedging of simple stock and bond options. The web session consists of lectures interspersed by short exercise sessions where participants can apply the probabilistic techniques hands on.

The 1.5 day web session serves a double purpose. On the one hand, it is a bridging course designed to prepare actuaries with a more qualitative background for the quantitative parts of the CERA education.
On the other hand, it is an independent refresher course for actuaries wanting to brush up their quantitative skills in the fields of financial mathematics.
This web seminar is not a formal part of the CERA education.

The early bird fee of this virtual CERA 0 training is € 540.00 plus 19% VAT until 21 October 2021. After this date, the fee is € 600.00 + 19% VAT.

Please find all additional information and a registration form on our website. An overview on other upcoming events can be downloaded as well.