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Webinar #7 "Fairmat for the enterprise", October 3th, 2013
Learn how to satisfy new EMIR/ESMA 648/2012 risk mitigation quantitative requirements by modeling and testing contracts using Fairmat Professional and by managing and tracking portfolios of contracts using the Fairmat Server suite.
Webinar #6 "Financial Derivatives: models and pricing", May 17th, 2013
Seminar for the Indian Institute of Quantitative Finance.
View Slides ( Part I, Part II ), Download Equity Samples For Fairmat Academic.
Webinar #5 "Derivadas financieras: modelos y evaluación", in Spanish, May 16th, 2013
En este seminario se discutiran los modelos matemáticos para las derivadas financieras, así como su evaluación utilizando la plataforma informática Fairmat. en particular sobre los contractos derivados equity-linked. El webinar iniziara con una introducción teórica presentada por el Prof Alonso Peña, seguida por una demostración practica conducida del Dr Matteo Tesser.
-View Slides ( Part I, Part II ), Download Equity Samples For Fairmat Academic.
Webinar #4 Real options valuation with Fairmat, 2013
Date: May 2nd, 5pm CEST, 1.30 hours
The webinar, which will be co-hosted by Prof. Andrea Gamba (University of Warwick), comprises two parts: the first provides a motivation and a theoretical introduction to real options modelling. Also, it will emphasise the type of information/data needed for real options analysis. The second part will discuss a set of practical cases studies (drawn from the pharmaceutical and natural resources industries) implemented with Fairmat.
Webinar #3 How to price and run analytics on complex equity products
Date: April 4th, 5pm CET, 45 minutes
We will show how to model and assess equity-path-dependent structured products like auto-callable, absolute returns, etc. We will show all the analytics you can run with Fairmat on equity contracts: pricing, Greeks derivatives , sensitivity, risk profiles, model risk analysis, back testing and what-if/scenario analysis.
Webinar #2 How to generate IAS-39 Hedge Accounting reports with Fairmat
Date: March 21st, 5pm CET, 45 minutes
We will show how to use the IAS-39 hedge accounting plug-in with Fairmat (Academic and Professional) and the Data-Link data providing service in order generate prospective and retrospective reports. A practical example where a loan is hedged by an IRS and a collar will be shown.
Webinar #1 Modeling and pricing of interest rate swaps
Date: March 7th 2013, 5pm CET, 45 minutes
In this webinar you will learn how to price interest rate derivatives with Fairmat Academic and price them using the Data-Link service. We will show also how to use the available contracts templates to price popular products.
