School is In Session - OIS Discounting Best Practices
Numerix is proud to join with PRMIA to present the Numerix OIS Discounting Master Class Video Series. Throughout July and August we released four Master Class video lectures, offering practitioners the opportunity to take a deep dive into derivatives pricing fundamentals and best practices, and now you can access all four On-Demand.
The video series provides hands-on technical instruction around OIS discounting best practices – from curve building and collateral considerations, to managing embedded optionality of CSAs and mastering the fundamentals of Funding Value Adjustment (FVA).
View the Detailed Agenda and Register Now to Watch the Full Series!
SIGN UP TODAY
Complete the Form Below to Receive this week's Numerix Summer School Master Class Video and Slides:
* Required
OIS Discounting Master Class Series | Presented by Numerix & PRMIA
VIDEO 4
Funding Valuation Adjustment for OTC Derivatives
Funding Valuation Adjustment for OTC Derivatives
VIDEO 1
Two Curves: Libor, OIS and Multi-Currency Option
Two Curves: Libor, OIS and Multi-Currency Option
VIDEO 2
OIS Discounting - Valuation Approaches Re-Examined
OIS Discounting - Valuation Approaches Re-Examined
VIDEO 3
Derivative Funding Costs, Funding Policy and FVA
Derivative Funding Costs, Funding Policy and FVA
* Videos do not play directly from this page, complete the form to the right to access the video recordings.