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PRM Risk Management Course October 21, 2010 – January 27, 2011 Enroll in this course for a structured study programme for professionals to undertake PRM examinations, timely completion of the certification program, maximum value added to study time for full time professionals, a flexible learning structure tailored to your individual needs. Course Content: The course is composed of 12 weekly three hour sessions. The content is related, though it is not exhaustive, to the PRM handbook. The course fee includes a 25% discount code for the PRM Handbook digital or hard copy, slides, a certificate issued by the University of Toronto, and coffee breaks. Classes will be conducted at Fields Institute. PRMIA and the Fields Institute reserve the right to alter the timing and speaking if necessary. Modules can be attended separately under request. Please contact Prof. Desheng Dash Wu at prmia@risklab.ca. Part I Markets and Instruments October 21 Portfolio Management October 28 Fixed Income Instruments November 4Part II
A Review of the Mathematical Foundations of Risk November 11 Part III Pricing Options and Futures November 18 Part IV Risk Management, Capital Management and Regulations November 25 Part IV Case Studies January 27, 2011 Curriculum Program: Part I (3 hours): A REVIEW OF THE MATHEMATICAL FOUNDATIONS OF RISK MANAGEMENT Part 2 (12 hours): FINANCE THEORY, MARKET AND INSTRUMENTS Part 3 (9 hours): RISK MANAGEMENT IN PRACTICE: MARKET RISK Part 4 (12 hours): CREDIT RISK, OPERATIONAL RISK & CASE STUDIES
Modes of Instruction: Lectures will be given on Thursday evenings, from 5:00 – 8:00 PM. Worked examples are to be developed during lectures. Course Fee: Can $3,000 (USD $3,000) Early Registration before August 22 Can $2,500 (USD $2,500) Registration: Registration Deadline: October 15, 2010 (limited space is available so it is strongly recommended to register early) For registration of separated modules please contact Prof. Desheng Dash Wu at prmia@risklab.ca Registration and Payment: Payment can be made by cheque. The cheque must be payable to the University of Toronto Please either send the check to: Prof. Luis Seco Department of Mathematics 40 St. George Street, Toronto ON M5S 2E4 or In-person delivery of your check is accepted at RiskLab (to Dash Wu) University of Toronto 1 Spadina Crescent Room 205. |
| Presenters |
| Professor Pablo Olivares, Assistant Professor, Ryerson University |
| Professor Luis Seco, Director of Masters of Mathematical Finance Program, Director of RiskLab, University of Toronto |
| Professor Thomas S. Salisbury, President of the Canadian Mathematical Society, Mathematics and Statistics, York University |
| Professor David Saunders, Assistant Professor, University of Waterloo |
| Professor Matt Davidson, Canada Research Chair in Quantitative Finance, University of Western Ontario |
| Dr. Andrew Aziz, Managing Director, Market Risk and Buy-Side Solutions, Algorithmics |
| Professor Desheng Dash Wu, Affiliate Professor and Managing Director- RiskLab, Director of RiskChina Research Center, University of Toronto |