Saturday, August 25, 2012

FX Options Course at NUS's new Centre of Quantitative Finance


The new Center of Quantitative Finance at NUS has invited Professor Uwe Wystup to conduct a 3-day course on Foreign Exchange Options Markets.

The course takes place on Oct 3-5 2012 (Wed-Fri) in the Department of Mathematics, NUS campus.

Click here for detailed information and registration: 

About the Course

FX exotics are becoming increasingly commonplace in today's capital markets. The objective of this workshop is to develop a solid understanding of the current exotic currency derivatives used in international treasury management. This will give participants the mathematical and practical background necessary to deal with all the products on the market.  
This advanced practical three-day course covers the pricing, hedging and application of FX exotics for use in trading, risk management, financial engineering and structured products. Uwe has been teaching it successfully for many years on several continents. It is not a basic course on options. Understanding the FX vanilla options market and FX smile however, is essential to understand exotics.
This course is also not a pure quantitative modelling seminar. It provides the necessary mathematics you need to understand to be successful in FX Options. 
About Professor Wystup
Uwe Wystup has written three books on FX Options and many papers in scientific journals. His recent contribution on FX smile construction is due to appear in the next issue of Wilmott magazine. More of his work can be found on https://mathfinance2.com/Papers/wystup

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