Do you want to deepen your knowledge in risk management and/or gain the international credential CERA and would you like to be prepared for the quantitative parts of the CERA education?

If yes, join us on 6&7 December 2021 from 9:00 to 15:45 CET and take part in our CERA preparatory course.  

Our CERA preparatory 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 to 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.

Please register here  and secure your place. We would be happy to welcome you online.


You can also already register for the CERA Modules taking place in 2022:
 

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Web Session: CERA, Module A: Quantitative Methods of ERM
21-23 February 2022
further information

Web Session: CERA, Module C: Processes in ERM
21/22 March 2022
further information

Web Session: CERA, Module D: ERM - Economic Capital
23/24 March 2022
further information