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Recent and Future Trends in the Financial Industry - Institutions, Infrastructure and Regulation |
March 23 - 24, 2010 |
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Counterparty Risk - Exposure Measurement, Mitigation and Credit Valuation Adjustment |
March 25 - 26, 2010 |
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Behavioral Finance - Investors’ Psychology, Market Impact and Investment Implications |
April 13 - 14, 2010 |
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Investment Management Workshop |
April 15 - 16, 2010 |
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Yield Curves - Construction, Modelling and Applications |
May 4 - 5, 2010 |
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Interest Rate Models - Advanced Pricing and Risk Management |
May 6 - 7, 2010 |
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Corporate Valuation |
May 18 - 20, 2010 |
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Mergers and Acquisitions: Analysis, Financing and Structuring |
May 21, 2010 |
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Financial Risk Management - Methods, Tools, Regulation and Control |
June 8 - 9, 2010 |
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Economic Capital Allocation Workshop |
June 10 - 11, 2010 |
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Measuring and Managing Operational Risk |
June 15 - 16, 2010 |
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Advanced Operational Risk Workshop |
June 17 - 18, 2010 |
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Financial Time Series - Analysis, Modelling and Applications |
September 7 - 8, 2010 |
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Economic Indicators and their Impacts on Financial Markets |
September 9 - 10, 2010 |
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Financial Modelling in Microsoft® Excel® |
September 21 - 22, 2010 |
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Advanced Excel® PC Workshop - Option Pricing and Risk Assessment |
September 23 - 24, 2010 |
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Interest Rate Risk Management |
October 4 - 6, 2010 |
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Liquidity Risk Management |
October 7 - 8, 2010 |
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Index Investing - Index Funds, ETF’s, Synthetics and Structured Products |
October 12 - 13, 2010 |
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Performance Measurement and Attribution Analysis |
October 14 - 15, 2010 |
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Corporate Credit Risk - Analysis, Modelling, Mitigation and Control |
November 2 - 3, 2010 |
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Advanced Credit Risk Modelling and Management |
November 4 - 5, 2010 |
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Swaps and Interest Rate Options - Mechanics, Pricing and Applications |
November 23 - 24, 2010 |
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Interest Rate and FX Risk Hedging Workshop |
November 25 - 26, 2010 |
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Quantitative Risk Measurement 1: Value-at-Risk, Monte Carlo Simulations and Stress Testing |
November 29 - December 1, 2010 |
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Quantitative Risk Measurement 2: Multivariate Statistics and Extreme Value Modelling |
December 2 - 3, 2010 |
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Person who made the registration
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Cancellation of the participation
If for whatever reasons a registered participant is unable to attend, a substitute delegate may be appointed to participate instead. For cancellations received 20 days or more before the beginning of the seminar, a 10 % cancellation fee of the full price will be invoiced i.e. 90 % of the price is refunded. For cancellations received less than 20 days prior to the beginning of the seminar, the full price is payable i.e. no refund will be provided. All cancellations must be in writing. The organizers of the Czech Financial Academy reserve the right to cancel the individual participation or cancel the entire seminar or part of it for whatever unspecified reasons, including possible force majeure. In this case, the price paid will be refunded in full or in part, accordingly.
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