• Working-level knowledge of credit models and basic computational techniques
• Detailed description of copula techniques for measuring asset correlation
• Knowledge of techniques for consistently outperforming credit indexes
• Successful credit trading strategies
• Knowledge of modern portfolio optimization techniques and their application across asset classes

Course Highlights

• Clear and comprehensive treatment of credit modelling from an active practitioner
• Study materials contain historical data on defaults, recovery values and credit spreads unavailable in any other single source
• Discussion of cutting-edge and unsolved problems in credit modelling

Course Tutor

Terry Benzschawel

For more information please contact a memeber of the team at training.delegates@incisivemedia.com