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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.
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