Euromoney Training: Quantitative Tools & Techniques for Treasury August 26, 2012

A 4-day course designed to teach the practical use of a broad array of quantitative tools and techniques used widely throughout treasury best practices.

This financial training course is built upon analysis of a series of practical short case studies covering typical treasury situations.

These treasury case studies fall within broad categories that may be summarized as follows:

- Dynamically forecasting rates-driven risky cash flows
- Valuing instruments with complex cash flows and payoffs
- Optimising hedges of cash flow and price risks
- Quantifying factor and principal component risks to term structures
- Forecasting statistical estimates of rate volatilities and correlations
- Modern management of short-term investment and trading portfolios
- Fitting behavioural reactive functions for changes in treasury products and markets
- Building and using credit risk models for Treasury activities

This 4-day course develops various Excel-based quantitative tools and techniques used to analyse a broad range of real-world treasury situations.

Instruction throughout the course is organised around a series of short cases that illustrate many commonly-encountered challenges in treasury activities. For these treasury case situations, delegates will learn how to use a variety of quantitative tools and techniques that will provide opportunities for more complete and robust analyses and decision-making.

The course is designed to be intensively hands-on with delegates building their own analytical models in Excel from templates and examples.

For more information on this training course please email emea@euromoneytraining.com or call +44 (0)207 779 8543.

Official Website: http://www.euromoneytraining.com/Course/4860/Financial-Training-Europe/CourseInfo.html