Wilmott Today

Dr Paul Wilmott will be presenting Open Evenings for the internationally renowned Certificate in Quantitative Finance. You are invited to join him and the CQF team to find out why the qualification is the fastest-growing quantitative finance program in the world and how taking it will benefit you and your career. The presentations will commence at 6.30pm.

For further information please email cqfopenday@7city.com. Full details will then be forwarded to you.

The CQF is one of the most respected and practical quantitative finance programs in the world. Taught by an expert tutor faculty, it provides delegates with practical, cutting-edge skills and knowledge. In these difficult times for financial engineering, this is the one program that has consistently and from its very beginning shown the pitfalls and how to avoid them.

The CQF program runs twice yearly, commencing in June and January. It is presented simultaneously over the internet to delegates all around the world. The next CQF program begins in June 2008. For full listings of dates and costs, to view sample lectures and to see what past delegates have to say, please visit our website at www.7city.com/cqf, call Claire Davies on +44 (0)20 7496 8652 or contact quants@7city.com.

Who is the CQF for?
? Do you have a science background and want to leverage your skills in the financial world?
? Do you have a masters or doctorate in finance but find that you still lack practical skills and knowledge?
? Do you want to learn how to apply your mathematical skills to trading, quant research, quant development, and risk management?
? Are you too busy to take time out from work?
? See the delegate analysis here.

Content all included for past, present and future CQFs:
? Six-month examined program PLUS
? Pre-CQF Mathematics Primer to get you back up to speed before starting the CQF PLUS
? 50 hours of C++ lectures, from basics to implementation, PLUS
? Many one- or two-day exclusive Masterclasses (including: High Frequency Trading; Behavioral Finance; Advanced Exotics; Advanced Volatility Modelling; Advanced Credit Risk; Advanced Fixed Income; Variance Gamma Models) PLUS
? An ever-expanding library of additional Lifelong Learning Lectures, over 50 at the last count, PLUS
? Online access to all CQF material IN PERPETUITY

For full listings of dates and costs, to view sample lectures and to see what past delegates have to say, please visit our website at www.7city.com/cqf, call Claire Davies on +44 (0)20 7496 8652 or contact quants@7city.com.

The UnRisk consortium has released their high performance risk analytics platform, enabling the ultra-fast risk analysis of portfolios with sophisticated deal types, validated by profiled UnRisk customers.

Valuate thousands of instrument positions across hundreds of scenarios in a coffee break?

UnRisk2?s pricing and calibration engines are widely used, because they are accurate and fast. ?For the valuation of the most sophisticated deal types, don?t waste a single CPU second?, summarizes Andreas Binder, CEO of MathConsult, makers of UnRisk, why all efforts have been made to transfer high-end numerics from industrial risk control to quantitative finance. But even with ultra-fast single valuations you need to multiply performance when grouping instruments and running risk analytics across comprehensive scenarios.

The UnRisk FACTORY combines a grid-enabled version of UnRisk2 with an MS SQL Server application data base all accessible from a web browser. To optimize the product adequateness, usability and performance, the UnRisk FACTORY has been brought to production at pioneer sites. Six financial institutions utilize UnRisk FACTORY for a year now. Now released, it is already bank proof.
?To minimize the cost of ownership for our customers, we have tested platforms and performed comprehensive benchmarks on various Grid-configurations?, says Andreas Binder, and adds ?we don?t waste a single core!?.

UnRisk FACTORY comes with a web front-end. An UnRisk FACTORY client does not require any other software than a web browser. It is accessible from ?everywhere?.

UnRisk FACTORY will be introduced in free seminars.
Participants can expect a concise presentation for practitioners, but also exclusive insight in the UnRisk methods and models.

DERIVATIVES TRADING, HEDGING AND VOLATILITY IN THE REAL WORLD:
AN EXCLUSIVE TWO-DAY WORKSHOP

Past delegates say: "The best course I have ever attended," "Immensely practical," "Passionate," "New insights," "I recommend it to my friends," "The course was excellent" and "Paul and Nassim make a great team."

Course benefits:
- Two days with the two most influential derivatives practitioners
- Learn about blow ups and how to avoid them
- A focus on the wrinkles of practice by those who have most influenced applied derivatives thinking
- Restricted class size to maximize interaction and allow individual attention
- Learn from the author of Paul Wilmott on Quantitative Finance
- Meet Nassim Nicholas Taleb, author of Dynamic Hedging

Who should attend this course
- Derivatives professionals who want an extra edge
- Risk managers who need to figure out things not in books and equations
- Experienced traders who want some perspective
- Sell-side managers who want to see where their money is at risk
- Buy-side managers who want to improve their risk/return profile

Here for course content.

Cost: Before 27th June 2008 Earlybird Discount reducing price to just �1499+VAT. After 27th June 2008 �1999 + VAT.

If you want to book your place, receive further information or would like someone to give you a call to discuss discounts then email grace@wilmott.com.

More details >>

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