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EAA Web Session 'CERA 0: A Refresher Course in Financial Mathematics and Risk Measurement' on 2/3 December 2024

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­ EAA Web Session  ­
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CERA 0:
A Refresher Course in Financial
Mathematics and Risk Measurement
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2/3 December 2024  | 9:00-15:45 CET
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­ We offer a series of four training courses and exams (through DAV) to all actuaries who want to deepen their knowledge in Enterprise Risk Management and gain the international ERM-credential CERA.

The 1.5 day web session serves a dual 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.

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 Greeks very basic term structure models 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.

This web seminar is not a formal part of the CERA education.

Your early-bird registration fee is € 540.00 (net) / € 642.60 (incl. VAT, if applicable) for bookings by 21 October 2024. After this date, the fee will be € 600.00 (net) / € 714.00 (incl. VAT, if applicable).		 ­
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Programme    
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Registration
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­ Coming soon... ­
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­ Introduction to Natural Catastrophe Modelling | 17 October 2024

Communication for Actuaries | 28 - 31 October 2024

LLM Principles and Case Studies for Insurance | 24/25 October 2024

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