Linear Algebra for Investment Management
This 2-day course covers scalars, vectors, matrices and transformations and the practical applications of them in investment management especially regarding risk, return and correlation.
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Course Details
This course is also available in New York Time Zone and Singapore Time Zone
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I would summarize my experience with the Inflation Derivatives and Index-Linked Bonds course as a relatively short but productive expedition into the world of inflation derivatives. The course emphasizes the intuition behind different concepts with exercises demonstrating it. It covers all specifics of modeling the inflation to price inflation derivatives including options, ending with the review of SABR model.