Ordine Attuari

Leggi il contenuto della pagina | Accesso Rapido | Contatti

 
 

L'Attuario

Albo, esame, oggetto della professione

Area Riservata

Accedi all'area riservata agli iscritti

Offerte di lavoro

Solo per iscritti, segui le offerte

Upcoming EAA Web Session: 'CERA 0: A Refresher Course in Financial Mathematics & Risk Measurements' on 27/28 November 2023

 
­
­ ­ ­
­ EAA Web Session  ­
­ ­ ­
­ ­ ­
­
­
CERA 0: A Refresher Course
in Financial Mathematics &
Risk Measurement
­
27/28 November 2023 | 9:00-15:45 CET
­
­
­
­
­
­ ­ ­
­ The web session "A Refresher Course in Financial Mathematics" gives an introduction to modern financial mathematics and derivative pricing. It is designed to prepare actuaries without adequate training in these fields for the quantitative parts of the CERA education. The web session is moreover an ideal learning opportunity for actuaries who want to become acquainted with or refresh their knowledge in these highly relevant fields.

The 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 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.

Your early-bird registration fee is € 540.00 plus 19% VAT for bookings
by 16 October 2023. After this date, the fee will be € 600.00 plus 19% VAT.		 ­
­ ­ ­
­
­
Details                    
­
­
Programme              
­
­
Registration                  
­
­
­ ­ ­
­ ­ ­
­ Coming soon... ­
­ ­ ­
­ Telematics and Actuarial Pricing | 27 September 2023

Actuarial Modeling for Cyber Risk | 12/13 October 2023

Comparing IFRS17 and Solvency II | 30 October 2023

...and a lot more! Explore our website for more information or download our overview.		 ­
­ ­ ­
­ ­ ­
­ ­ ­
­ actuarial-academy.com ­