The programme is a series of connected modules that focus on applicable techniques, whilst remaining analytically and mathematically rigorous and in an accessible manner. The three core modules (Yield Curves, Swaps & Interest Rate Derivatives; Optionalities: Equity, FX & Interest Rate Options; and Credit Risk Derivatives Models) will:
Dr. T.S. Ho is the managing and technical director of an educational consultancy firm based in the UK and professorial advisor of global derivatives risk analytics and chief scientific officer at leading financial institutions. A recipient of the “highly commended prize” in the Pilkington Teaching Award and “best teacher” awards, he has worked with numerous leading investment banks and has implemented risk management systems for derivative products for major financial institutions worldwide.