The publication of the second edition of Marc's book, "Interest Rate Modelling in the Multi-Curve Framework" is getting closer (see details on Marc's blog: https://multi-curve-framework.blogspot.com/p/details.html).
To support the implementation of the framework, we are offering customised in-house workshops. These sessions focus on: Practical Implementation: Moving from theory to practice. Collateral Integration: Understanding the complex interplay between CSA terms and discounting. Calibration: Available instruments, basis spreads, cross-currency.
The typical training agenda is available here, but we are happy to adjust the content to meet your specific needs. The usual audience are traders, quants, model validators and risk managers who want to understand the foundation of the framework. For questions regarding potential course content, don’t hesitate to contact us.
There will also be some public courses. A 2-day course is planned.
Interest Rate Modelling in the Multi-curve Framework:
Foundations, Evolution, Transition, and Implementation
Warsaw on 18-19 May (see brochure).
The "local" price (PLN 5800) is for the course and lunches. For "international" participants, there is the possibility to include 2 nights accommodation in Bristol Hotel (course, accommodation at Bristol with breakfast, 2 x coffee breaks and lunch during the training; subject to availability) at 1650 EUR/per person. No prepayments (only official registration needed, invoice sent after the training; no VAT tax for EU members). For practical questions regarding the organisation and price of Warsaw’s course, you can contact Tomasz DENDURA