Advanced Pricing IRDs 2015 is a conference that covers topics such as:
- Stochastical processes in derivatives pricing including a non-mathematical
- How to price linear derivatives by replication including a new perspective on swaps pricing and moving from a traditional bond approach
- How you can introduce XVA Adjustments on new deal pricing models
- Underlying assumptions in Monte Carlo simulations
- How to price cross currency basis swaps including a focus on different pricing models
Advanced Pricing IRDs 2015 brings together attendees with job titles such as:
- Derivatives Trader
- Traders
- Derivative Middle Office
- Rates Trade Support
- Derivative Finance/Funding
- Dervivatives Back Office
- Treasury
- Risk Managers
- Derivative Technology
- Derivatives Legal
- Internal Audit
- Compliance
- Credit/Counter-party Risk Manager
- Market Risk Manager