Advanced Pricing IRDs 2015

Topics

• 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

Who should Attend

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