Roadmap ARiMa

A. Pichler

  1. Equity and Foreign Exchange Derivaties
  2. Fixed Income Derivatives

Possible Topics for Talks

Note: 2 Persons may have a successive talk on one single common topic.

  1. Forwards
  2. Futures
  1. Bonds: Where to buy, traded volumes, trading strategies etc.
  2. Catastrophic Bonds
  1. Caps and Floors
  2. Ratings
  3. Asset Allocation and Portfolio Management
  4. Foreign Exchange (FX) Dealing
  5. Securitization
  6. Repurchase (Repo) Agreements
  7. Credit Derivatives
  1. CDS (Credit Default Swap; 4 talks)
  1. Fundamentals
  2. Valuation and Trading
  3. Index Products
  4. Other CDS
  1. CDO (Collateralized Debt Obligations)
  2. CLN (Credit Linked Notes)
  3. Mortgage Backed Securities
  4. Swaption
  1. Monte Carlo Simulation
  2. Risk Management
  1. Market Risk Mgmt
  2. Interest Rate Risk Mgmt
  3. Liquidity Risk Mgmt
  4. Credit Risk Mgmt
  5. Operational Risk Mgmt
  1. Interest Linked Options
  2. Exotic Options
  3. Value at Risk
  4. Volatility Smiles