Webinars
We produce regular webinars on key topics in capital markets with leading speakers from the financial industry. These webinars are broadcasted live and later made available here:
Valuing Linkers, an Introduction
Recorded on: 10 Oct 2024
Speaker: Dr David Cox
Correlation and Equity Derivatives
Recorded on: 10 Jul 2024
Speaker: Dr Simon Acomb
Wrong-Way Risk
Recorded on: 30 Apr 2024
Speaker: Dr Jon Gregory
Monetising Convexity
Recorded on: 12 Mar 2024
Speaker: Richard Fedrick
Decentralized Finance on the Blockchain in 2023
Recorded on: 01 Dec 2023
Speaker: Jean-Luc Verhelst
Advances in Asset Allocation
Recorded on: 28 Sep 2023
Speaker: Andreas Steiner
Trading and Managing Equity Derivatives in 2023
Recorded on: 18 Jul 2023
Speaker: Dr Simon Acomb
Key Issues in Interest Rate Derivatives Valuation
Recorded on: 19 Apr 2023
Speaker: Richard Fedrick
An Introduction to xVAs
Recorded on: 31 Jan 2023
Speaker: Dr Jon Gregory
Market Turbulence & Volatility Products - How Volatility Products Can Move Underlying Markets
Recorded on: 04 Apr 2018
Speaker: Dr Simon Acomb
FRTB - Non-modellable Risk Factors: Stress Scenario Risk Management
Recorded on: 04 Apr 2018
Speaker: Dr Simon Acomb
Convertible Bonds & Hybrids - Investments, Valuation, Strategies and Risk Management
Recorded on: 13 Mar 2018
Speaker: Dr Jan De Spiegeleer
The relationship between CMS and Swaptions
Recorded on: 13 Feb 2018
Speaker: Dr David Cox
Why LIBOR discounting is so wrong
Recorded on: 25 Jan 2018
Speaker: Dr Jon Gregory
MiFID II - Key Challenges for Equity and Fixed Income Markets
Recorded on: 08 Dec 2017
Speaker: Dr Jamie Walton
Spikes and Volatility in Commodity Markets - The Examples of Energy and Metals
Recorded on: 21 Aug 2017
Speaker: Dr Helyette Geman
Bilateral Margin Requirements - SIMM and MVA
Recorded on: 27 Jul 2017
Speaker: Dr Jon Gregory
Volatility Trading - Does a variance swap have a delta?
Recorded on: 24 May 2017
Speaker: Dr Simon Acomb
Hedge Accounting under IFRS 9
Recorded on: 07 Mar 2017
Speaker: Juan Ramirez
Modelling Break-Even Inflation
Recorded on: 02 Feb 2017
Speaker: Dr David Cox
Eurodollar Futures v FRA Convexity Correction
Recorded on: 01 Feb 2017
Speaker: Dr David Cox
The Mechanics of Cross Currency Basis Swaps
Recorded on: 16 Nov 2016
Speaker: Dr David Cox
Electronic Trading
Recorded on: 21 Jul 2016
Speaker: Dr Jamie Walton
Risk Management Frameworks - Impact of the Fundamental Review of the Trading Book
Recorded on: 26 Jan 2016
Speaker: Dr Simon Acomb
Applying Data-Mining in Finance
Recorded on: 25 Nov 2015
Speaker: Dr Jan De Spiegeleer
The xVA Challenge - Derivatives Valuation in the Modern World
Recorded on: 10 Sep 2015
Speaker: Dr Jon Gregory
Central Counterparties and Mandatory Clearing of OTC Derivatives
Recorded on: 12 Feb 2015
Speaker: Dr Jon Gregory
Contingent Convertibles (CoCos)
Recorded on: 21 Aug 2014
Speaker: Dr Jan De Spiegeleer
